+87.4%
ARKK vs KIM
+42.8%
+44.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.9% |
| 7D | -3.1% | -1.7% | -1.3% | -2.1% |
| 30D | +2.7% | -3.0% | +5.7% | +4.5% |
| 3M | +10.8% | -8.9% | +19.6% | +16.4% |
| 6M | +14.4% | +2.4% | +12.0% | +10.9% |
| YTD | +8.7% | +18.3% | -9.7% | -5.3% |
| 1Y | +6.7% | +8.2% | -1.4% | -0.8% |
| 3Y | +87.4% | +44.0% | +43.4% | +40.5% |
| All | +87.4% | +42.8% | +44.6% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 3y: compounded portfolio wealth divided by compounded KIM 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…
3y analysis · Full analysis span regression · 6 months rolling