-29.9%
ARKK vs KIM
+35.1%
-65.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -0.9% |
| 7D | -4.7% | -1.5% | -3.2% | -3.6% |
| 30D | +3.1% | -1.7% | +4.7% | +4.3% |
| 3M | +13.8% | -7.1% | +20.9% | +19.4% |
| 6M | +14.0% | +2.9% | +11.1% | +9.6% |
| YTD | +8.0% | +18.8% | -10.9% | -8.4% |
| 1Y | +9.9% | +9.4% | +0.5% | -0.4% |
| 3Y | +90.2% | +44.6% | +45.6% | +32.5% |
| 5Y | -29.9% | +37.9% | -67.8% | -44.4% |
| All | -29.9% | +35.1% | -65.0% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling