+155.8%
KRE vs ACGL
+1,489.3%
-1,333.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +1.9% |
| 7D | +1.3% | -0.7% | +2.1% | +1.8% |
| 30D | -2.7% | -1.0% | -1.7% | -2.0% |
| 3M | +8.2% | +11.0% | -2.9% | -1.2% |
| 6M | +12.8% | -0.3% | +13.1% | +11.7% |
| YTD | +17.5% | +2.3% | +15.2% | +13.4% |
| 1Y | +16.6% | +6.4% | +10.2% | +8.7% |
| 3Y | +79.5% | +34.0% | +45.5% | +29.2% |
| 5Y | +32.4% | +161.6% | -129.2% | -49.3% |
| 10Y | +124.1% | +278.6% | -154.4% | -42.9% |
| All | +155.8% | +1,489.3% | -1,333.6% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling