+84.6%
KRE vs ARES
+38.2%
+46.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.1% |
| 7D | -1.1% | -2.7% | +1.6% | -0.1% |
| 30D | -3.4% | -2.4% | -1.0% | -2.8% |
| 3M | +3.7% | +3.9% | -0.2% | +1.5% |
| 6M | +14.8% | +26.4% | -11.6% | +3.0% |
| YTD | +14.7% | -14.9% | +29.5% | +20.6% |
| 1Y | +16.0% | -20.4% | +36.4% | +24.9% |
| All | +84.6% | +38.2% | +46.4% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling