+174.6%
ARM vs KRE
+80.9%
+93.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | -15.2% | +0.3% | -15.5% | -15.4% |
| 30D | -40.7% | +4.8% | -45.5% | -42.7% |
| 3M | -39.1% | -5.1% | -34.0% | -37.0% |
| 6M | -26.4% | +3.3% | -29.7% | -28.9% |
| YTD | +59.7% | +13.3% | +46.4% | +43.7% |
| 1Y | +10.3% | +22.9% | -12.5% | -6.9% |
| 3Y | +228.9% | +82.1% | +146.8% | +102.0% |
| All | +174.6% | +80.9% | +93.7% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling