+123.0%
KRE vs ACGL
+263.8%
-140.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.2% | +0.3% |
| 7D | +2.3% | -2.9% | +5.3% | +4.2% |
| 30D | -2.5% | -2.8% | +0.3% | -0.8% |
| 3M | +6.2% | +6.8% | -0.6% | +1.2% |
| 6M | +15.8% | -1.5% | +17.4% | +15.9% |
| YTD | +16.0% | -0.2% | +16.2% | +14.6% |
| 1Y | +16.2% | +5.3% | +10.9% | +10.5% |
| 3Y | +86.4% | +30.3% | +56.1% | +44.8% |
| 5Y | +33.0% | +151.8% | -118.9% | -40.0% |
| 10Y | +123.0% | +266.9% | -143.9% | -20.8% |
| All | +123.0% | +263.8% | -140.8% | -20.8% |
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