+103.1%
KRE vs ACGL
+332.3%
-229.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.2% |
| 7D | -0.4% | -1.1% | +0.7% | +0.3% |
| 30D | +6.4% | +13.1% | -6.7% | -1.8% |
| 3M | -3.1% | +9.8% | -12.9% | -9.0% |
| 6M | +6.4% | +15.3% | -8.9% | -3.9% |
| YTD | +15.3% | +12.7% | +2.6% | +5.1% |
| 1Y | +23.3% | +20.7% | +2.5% | +7.3% |
| 3Y | +93.6% | +34.3% | +59.3% | +49.4% |
| 5Y | +13.2% | +170.6% | -157.4% | -51.2% |
| 10Y | +103.1% | +330.6% | -227.5% | -42.8% |
| All | +103.1% | +332.3% | -229.2% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling