+11.4%
KRE vs ARES
+82.0%
-70.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +0.7% | +0.5% | +0.3% | +0.5% |
| 30D | +6.1% | +19.7% | -13.5% | -1.5% |
| 3M | -5.9% | -9.0% | +3.1% | -2.7% |
| 6M | +9.6% | +11.5% | -2.0% | +3.2% |
| YTD | +14.2% | -13.8% | +28.0% | +18.3% |
| 1Y | +22.5% | -5.6% | +28.1% | +21.1% |
| 3Y | +90.4% | +36.1% | +54.3% | +53.8% |
| All | +11.4% | +82.0% | -70.5% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling