+146.7%
KRE vs ACGL
+1,638.1%
-1,491.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +2.1% |
| 7D | +0.3% | +0.9% | -0.6% | -0.5% |
| 30D | +4.8% | +13.7% | -8.9% | -5.3% |
| 3M | -5.1% | +8.0% | -13.1% | -11.0% |
| 6M | +3.3% | +13.3% | -10.0% | -7.5% |
| YTD | +13.3% | +11.8% | +1.5% | +1.7% |
| 1Y | +22.9% | +22.2% | +0.6% | +2.7% |
| 3Y | +82.1% | +32.5% | +49.6% | +34.1% |
| 5Y | +11.0% | +160.2% | -149.2% | -56.8% |
| 10Y | +115.7% | +338.5% | -222.8% | -51.4% |
| All | +146.7% | +1,638.1% | -1,491.3% | -84.8% |
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 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