+351.6%
ARKK vs KMX
+6.9%
+344.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -4.7% | -3.4% | -1.3% | -3.3% |
| 30D | +3.1% | +4.0% | -1.0% | +1.3% |
| 3M | +13.8% | +24.8% | -11.0% | +2.2% |
| 6M | +14.0% | +43.6% | -29.7% | -5.4% |
| YTD | +8.0% | +56.6% | -48.6% | -14.7% |
| 1Y | +9.9% | +2.2% | +7.7% | +2.1% |
| 3Y | +90.2% | -25.4% | +115.6% | +99.0% |
| 5Y | -29.9% | -55.0% | +25.1% | -12.3% |
| 10Y | +329.1% | +9.6% | +319.5% | +264.3% |
| All | +351.6% | +6.9% | +344.8% | +282.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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