+149.3%
KRE vs ARWR
-1.5%
+150.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -1.6% | -19.9% | +18.3% | +0.1% |
| 30D | +4.9% | -18.7% | +23.6% | +6.5% |
| 3M | -4.5% | -44.7% | +40.2% | -0.1% |
| 6M | +7.7% | -36.5% | +44.2% | +10.9% |
| YTD | +14.5% | -25.7% | +40.2% | +16.0% |
| 1Y | +21.5% | +18.9% | +2.6% | +17.9% |
| 3Y | +91.2% | +83.1% | +8.2% | +73.3% |
| 5Y | +11.8% | -34.9% | +46.6% | +6.9% |
| 10Y | +89.3% | +1,080.9% | -991.5% | +37.6% |
| All | +149.3% | -1.5% | +150.8% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling