+120.6%
KRE vs ACM
+135.8%
-15.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | +0.7% |
| 7D | -1.1% | -3.7% | +2.6% | +1.1% |
| 30D | -3.4% | -12.7% | +9.3% | +3.4% |
| 3M | +3.7% | -9.8% | +13.5% | +8.2% |
| 6M | +14.8% | -31.4% | +46.2% | +40.4% |
| YTD | +14.7% | -32.1% | +46.7% | +39.5% |
| 1Y | +16.0% | -47.8% | +63.8% | +65.3% |
| 3Y | +84.3% | -22.1% | +106.3% | +99.4% |
| 5Y | +30.9% | +1.8% | +29.1% | +17.2% |
| All | +120.6% | +135.8% | -15.3% | +20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling