-35.1%
ARKK vs KMB
-0.7%
-34.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.0% |
| 7D | -0.6% | +0.9% | -1.5% | -0.6% |
| 30D | -11.2% | +10.1% | -21.3% | -11.6% |
| 3M | -9.2% | 0.0% | -9.2% | -9.2% |
| 6M | -3.9% | +15.7% | -19.6% | -4.6% |
| YTD | -2.5% | +12.6% | -15.2% | -3.1% |
| 1Y | -2.7% | +10.1% | -12.9% | -3.2% |
| 3Y | +87.9% | +2.1% | +85.8% | +80.1% |
| All | -35.1% | -0.7% | -34.5% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling