+155.8%
KRE vs ARWR
+72.3%
+83.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +1.3% | +1.7% | -0.4% | +1.2% |
| 30D | -2.7% | -0.7% | -2.0% | -2.7% |
| 3M | +8.2% | +14.9% | -6.7% | +6.6% |
| 6M | +12.8% | +32.6% | -19.8% | +9.5% |
| YTD | +17.5% | +30.0% | -12.6% | +14.1% |
| 1Y | +16.6% | +208.4% | -191.8% | +4.6% |
| 3Y | +79.5% | +208.8% | -129.3% | +56.0% |
| 5Y | +32.4% | +27.8% | +4.6% | +20.2% |
| 10Y | +124.1% | +1,107.6% | -983.4% | +60.5% |
| All | +155.8% | +72.3% | +83.4% | +77.8% |
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