+121.6%
KRE vs ARES
+971.5%
-849.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +1.7% |
| 7D | -1.4% | -7.7% | +6.3% | +1.9% |
| 30D | -3.9% | -8.7% | +4.8% | -0.4% |
| 3M | +3.6% | +2.8% | +0.8% | +1.3% |
| 6M | +15.4% | +23.1% | -7.7% | +2.9% |
| YTD | +15.2% | -17.3% | +32.5% | +21.1% |
| 1Y | +16.5% | -24.3% | +40.8% | +26.7% |
| 3Y | +85.2% | +34.9% | +50.2% | +50.9% |
| 5Y | +33.1% | +93.5% | -60.4% | -10.7% |
| All | +121.6% | +971.5% | -849.9% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling