+120.6%
KRE vs ARWR
+1,078.7%
-958.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.8% | -0.8% |
| 7D | -1.1% | -3.2% | +2.1% | -0.7% |
| 30D | -3.4% | -6.5% | +3.1% | -2.7% |
| 3M | +3.7% | +12.7% | -9.0% | +1.9% |
| 6M | +14.8% | +36.2% | -21.4% | +10.1% |
| YTD | +14.7% | +24.5% | -9.8% | +10.8% |
| 1Y | +16.0% | +198.0% | -182.0% | +1.1% |
| 3Y | +84.3% | +176.4% | -92.1% | +54.9% |
| 5Y | +30.9% | +26.6% | +4.3% | +14.5% |
| All | +120.6% | +1,078.7% | -958.2% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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