+16.6%
KRE vs ACI
-32.3%
+48.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | +1.3% | +0.2% | +1.1% | +1.3% |
| 30D | -2.7% | +5.9% | -8.6% | -3.0% |
| 3M | +8.2% | -19.8% | +28.0% | +9.2% |
| 6M | +12.8% | -24.7% | +37.6% | +14.0% |
| YTD | +17.5% | -24.4% | +41.9% | +17.9% |
| 1Y | +16.6% | -31.5% | +48.1% | +20.2% |
| All | +16.6% | -32.3% | +48.9% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling