+89.7%
KRE vs ACM
+132.1%
-42.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | +0.3% | +6.6% | -6.3% | -3.6% |
| 30D | +5.9% | +19.8% | -13.9% | -5.0% |
| 3M | -3.3% | -3.1% | -0.2% | -3.0% |
| 6M | +5.8% | -11.5% | +17.4% | +10.6% |
| YTD | +14.7% | -24.7% | +39.4% | +30.9% |
| 1Y | +22.0% | -45.1% | +67.1% | +69.4% |
| 3Y | +91.6% | -8.9% | +100.5% | +87.4% |
| 5Y | +13.0% | +5.4% | +7.6% | -0.8% |
| All | +89.7% | +132.1% | -42.4% | +1.8% |
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