+30.9%
KRE vs ACI
-43.7%
+74.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.8% |
| 7D | -1.1% | -5.0% | +4.0% | -0.3% |
| 30D | -3.4% | -2.3% | -1.1% | -3.1% |
| 3M | +3.7% | -23.2% | +26.9% | +7.1% |
| 6M | +14.8% | -29.5% | +44.2% | +19.9% |
| YTD | +14.7% | -28.6% | +43.3% | +19.2% |
| 1Y | +16.0% | -34.0% | +50.0% | +22.0% |
| 3Y | +84.3% | -45.0% | +129.2% | +98.6% |
| 5Y | +30.9% | -44.0% | +74.9% | +38.1% |
| All | +30.9% | -43.7% | +74.6% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling