+153.6%
KRE vs ARES
+1,157.9%
-1,004.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.3% |
| 3M | -5.9% | -9.0% | +3.1% | -2.8% |
| 6M | +9.6% | +11.5% | -2.0% | +3.4% |
| YTD | +14.2% | -13.8% | +28.0% | +17.3% |
| 1Y | +22.5% | -5.6% | +28.1% | +20.8% |
| 3Y | +90.4% | +36.1% | +54.3% | +57.8% |
| 5Y | +11.9% | +82.7% | -70.8% | -20.0% |
| 10Y | +88.8% | +1,101.7% | -1,012.9% | -25.3% |
| All | +153.6% | +1,157.9% | -1,004.3% | -5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling