+230.7%
KRE vs ACWI
+356.8%
-126.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +1.3% | +0.5% | +0.8% | +0.7% |
| 30D | -2.7% | +0.9% | -3.5% | -3.7% |
| 3M | +8.2% | +2.4% | +5.8% | +4.6% |
| 6M | +12.8% | +12.4% | +0.4% | -2.8% |
| YTD | +17.5% | +15.2% | +2.3% | -1.8% |
| 1Y | +16.6% | +22.7% | -6.1% | -9.8% |
| 3Y | +79.5% | +75.8% | +3.7% | -9.2% |
| 5Y | +32.4% | +67.7% | -35.3% | -28.8% |
| 10Y | +124.1% | +229.0% | -104.9% | -44.1% |
| All | +230.7% | +356.8% | -126.1% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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