+86.1%
ARM vs KDP
+15.4%
+70.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +3.9% |
| 7D | +5.5% | +1.3% | +4.2% | +5.4% |
| 30D | -8.2% | +6.0% | -14.2% | -8.4% |
| 3M | -35.9% | +9.2% | -45.1% | -36.9% |
| 6M | +103.1% | +14.7% | +88.4% | +96.7% |
| YTD | +130.6% | +19.2% | +111.4% | +121.4% |
| 1Y | +86.1% | +15.2% | +70.9% | +71.4% |
| All | +86.1% | +15.4% | +70.7% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 1y: compounded portfolio wealth divided by compounded KDP 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…
1y analysis · Full analysis span regression · 6 months rolling