+368.0%
ARKK vs KIM
+69.1%
+299.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.4% |
| 7D | +3.6% | -0.3% | +3.9% | +3.7% |
| 30D | +8.4% | -1.7% | +10.1% | +9.0% |
| 3M | +13.4% | -0.8% | +14.3% | +13.2% |
| 6M | +18.9% | +4.4% | +14.5% | +16.3% |
| YTD | +11.9% | +21.2% | -9.3% | +3.0% |
| 1Y | +13.1% | +10.5% | +2.5% | +7.8% |
| 3Y | +97.1% | +47.5% | +49.6% | +69.1% |
| 5Y | -27.8% | +37.1% | -64.9% | -35.3% |
| 10Y | +338.5% | +29.5% | +309.0% | +269.7% |
| All | +368.0% | +69.1% | +299.0% | +258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling