+121.6%
KRE vs ACM
+131.7%
-10.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.5% |
| 7D | -1.4% | -5.9% | +4.5% | +2.2% |
| 30D | -3.9% | -6.2% | +2.3% | -1.1% |
| 3M | +3.6% | -7.9% | +11.5% | +6.8% |
| 6M | +15.4% | -30.6% | +46.0% | +40.0% |
| YTD | +15.2% | -33.3% | +48.5% | +41.6% |
| 1Y | +16.5% | -49.2% | +65.6% | +68.7% |
| 3Y | +85.2% | -23.5% | +108.6% | +102.4% |
| 5Y | +33.1% | +0.9% | +32.2% | +19.7% |
| All | +121.6% | +131.7% | -10.0% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling