+199.6%
ARM vs KRE
+82.2%
+117.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.8% |
| 7D | +9.1% | +0.7% | +8.4% | +8.6% |
| 30D | -19.9% | +6.1% | -26.1% | -23.2% |
| 3M | -31.6% | -5.9% | -25.7% | -28.8% |
| 6M | -13.9% | +9.6% | -23.5% | -20.2% |
| YTD | +74.3% | +14.2% | +60.1% | +56.1% |
| 1Y | +35.8% | +22.5% | +13.3% | +14.9% |
| 3Y | +268.6% | +90.4% | +178.2% | +118.1% |
| All | +199.6% | +82.2% | +117.4% | +92.3% |
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