+35.8%
ARM vs KRE
+21.7%
+14.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.2% | +12.2% | +12.1% |
| 7D | +6.0% | -1.6% | +7.6% | +6.7% |
| 30D | -20.3% | +4.9% | -25.2% | -21.3% |
| 3M | -24.4% | -4.5% | -19.9% | -22.9% |
| 6M | -4.4% | +7.7% | -12.0% | -7.9% |
| YTD | +86.0% | +14.5% | +71.5% | +74.6% |
| 1Y | +35.8% | +21.5% | +14.3% | +27.9% |
| All | +35.8% | +21.7% | +14.1% | +27.9% |
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