+329.1%
ARKK vs KMB
+15.0%
+314.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -4.7% | -7.7% | +3.0% | -3.6% |
| 30D | +3.1% | -8.2% | +11.3% | +4.3% |
| 3M | +13.8% | -1.9% | +15.7% | +13.9% |
| 6M | +14.0% | -0.7% | +14.6% | +13.7% |
| YTD | +8.0% | +1.4% | +6.6% | +7.3% |
| 1Y | +9.9% | -19.1% | +29.1% | +13.2% |
| 3Y | +90.2% | -12.6% | +102.7% | +89.6% |
| 5Y | -29.9% | -12.7% | -17.2% | -30.9% |
| All | +329.1% | +15.0% | +314.1% | +307.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling