+141.1%
KRE vs ACI
+18.9%
+122.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.9% |
| 7D | -1.1% | -5.0% | +4.0% | -0.5% |
| 30D | -3.4% | -2.3% | -1.1% | -3.2% |
| 3M | +3.7% | -23.2% | +26.9% | +6.2% |
| 6M | +14.8% | -29.5% | +44.2% | +18.4% |
| YTD | +14.7% | -28.6% | +43.3% | +17.9% |
| 1Y | +16.0% | -34.0% | +50.0% | +20.2% |
| 3Y | +84.3% | -45.0% | +129.2% | +93.8% |
| 5Y | +30.9% | -44.0% | +74.9% | +35.8% |
| All | +141.1% | +18.9% | +122.2% | +164.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling