+83.8%
KRE vs ACM
+132.6%
-48.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | +0.7% | +5.6% | -4.9% | -2.6% |
| 30D | +6.1% | +20.8% | -14.7% | -5.5% |
| 3M | -5.9% | +11.4% | -17.3% | -12.7% |
| 6M | +9.6% | +0.9% | +8.7% | +6.1% |
| YTD | +14.2% | -24.8% | +39.0% | +30.6% |
| 1Y | +22.5% | -46.4% | +68.9% | +74.1% |
| 3Y | +90.4% | -9.2% | +99.6% | +86.3% |
| 5Y | +11.9% | +5.0% | +6.9% | -2.0% |
| All | +83.8% | +132.6% | -48.8% | +0.1% |
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