+296.4%
ARM vs KRE
+87.5%
+208.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.5% |
| 7D | +5.5% | +1.3% | +4.1% | +4.5% |
| 30D | -8.2% | -2.7% | -5.5% | -6.4% |
| 3M | -35.9% | +8.2% | -44.1% | -39.8% |
| 6M | +103.1% | +12.8% | +90.3% | +84.8% |
| YTD | +130.6% | +17.5% | +113.1% | +103.1% |
| 1Y | +86.1% | +16.6% | +69.5% | +63.7% |
| All | +296.4% | +87.5% | +208.9% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling