+90.4%
KRE vs ACGL
+33.8%
+56.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.7% | +2.2% | -1.4% | +0.1% |
| 30D | +6.1% | +12.3% | -6.2% | +2.7% |
| 3M | -5.9% | +11.8% | -17.7% | -8.9% |
| 6M | +9.6% | +17.5% | -7.9% | +4.4% |
| YTD | +14.2% | +14.3% | -0.1% | +9.4% |
| 1Y | +22.5% | +18.2% | +4.3% | +16.2% |
| 3Y | +90.4% | +33.2% | +57.2% | +92.5% |
| All | +90.4% | +33.8% | +56.6% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling