+86.1%
ARM vs KRE
+17.8%
+68.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.7% |
| 7D | +5.5% | +1.3% | +4.1% | +5.0% |
| 30D | -8.2% | -2.7% | -5.5% | -7.3% |
| 3M | -35.9% | +8.2% | -44.1% | -38.1% |
| 6M | +103.1% | +12.8% | +90.3% | +90.3% |
| YTD | +130.6% | +17.5% | +113.1% | +114.9% |
| 1Y | +86.1% | +16.6% | +69.5% | +65.9% |
| All | +86.1% | +17.8% | +68.3% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 1y: compounded portfolio wealth divided by compounded KRE 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…
1y analysis · Full analysis span regression · 6 months rolling