+88.0%
ARM vs KRE
+16.1%
+71.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.2% |
| 7D | +11.4% | +2.3% | +9.0% | +10.4% |
| 30D | -7.4% | -2.5% | -5.0% | -6.5% |
| 3M | -24.5% | +6.2% | -30.7% | -26.6% |
| 6M | +128.7% | +15.8% | +112.8% | +111.5% |
| YTD | +139.3% | +16.0% | +123.3% | +123.5% |
| 1Y | +88.0% | +16.2% | +71.8% | +70.5% |
| All | +88.0% | +16.1% | +71.8% | +70.5% |
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