+70.6%
KRE vs ACHR
-45.0%
+115.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.1% |
| 7D | -1.8% | -2.3% | +0.5% | -1.6% |
| 30D | -4.5% | -11.3% | +6.8% | -3.5% |
| 3M | +2.7% | +5.3% | -2.5% | +1.2% |
| 6M | +16.9% | -13.2% | +30.1% | +16.9% |
| YTD | +15.4% | -25.8% | +41.2% | +16.9% |
| 1Y | +16.1% | -34.3% | +50.4% | +18.2% |
| 3Y | +85.7% | -19.9% | +105.7% | +73.2% |
| 5Y | +33.3% | -42.7% | +75.9% | +13.0% |
| All | +70.6% | -45.0% | +115.6% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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