+33.0%
KRE vs ARWR
+29.5%
+3.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | +2.3% | +2.9% | -0.5% | +1.9% |
| 30D | -2.5% | -2.9% | +0.4% | -2.1% |
| 3M | +6.2% | +15.2% | -9.0% | +3.4% |
| 6M | +15.8% | +42.3% | -26.5% | +8.7% |
| YTD | +16.0% | +28.2% | -12.2% | +10.2% |
| 1Y | +16.2% | +213.2% | -197.1% | -5.3% |
| 3Y | +86.4% | +184.6% | -98.2% | +43.1% |
| 5Y | +33.0% | +29.2% | +3.7% | +7.2% |
| All | +33.0% | +29.5% | +3.4% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling