+153.9%
KRE vs ACM
+230.8%
-76.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +1.3% | -3.7% | +5.0% | +3.4% |
| 30D | -2.7% | -11.1% | +8.4% | +2.4% |
| 3M | +8.2% | -8.0% | +16.2% | +11.3% |
| 6M | +12.8% | -29.7% | +42.5% | +32.8% |
| YTD | +17.5% | -29.4% | +46.9% | +36.8% |
| 1Y | +16.6% | -46.4% | +63.0% | +56.3% |
| 3Y | +79.5% | -22.3% | +101.8% | +95.4% |
| 5Y | +32.4% | +4.5% | +28.0% | +21.7% |
| 10Y | +124.1% | +127.6% | -3.5% | +33.0% |
| All | +153.9% | +230.8% | -76.9% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling