+30.9%
KRE vs ACHR
-44.8%
+75.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.7% | +4.5% | -0.6% |
| 7D | -1.1% | -2.7% | +1.6% | -0.8% |
| 30D | -3.4% | -12.1% | +8.7% | -2.3% |
| 3M | +3.7% | +3.4% | +0.3% | +2.3% |
| 6M | +14.8% | -15.6% | +30.4% | +15.2% |
| YTD | +14.7% | -26.9% | +41.5% | +16.5% |
| 1Y | +16.0% | -34.8% | +50.8% | +18.3% |
| 3Y | +84.3% | -19.2% | +103.5% | +71.2% |
| 5Y | +30.9% | -43.8% | +74.6% | +8.7% |
| All | +30.9% | -44.8% | +75.7% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling