+185.4%
ARM vs KDP
+24.7%
+160.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.3% | -2.6% |
| 7D | -10.4% | +8.2% | -18.6% | -10.3% |
| 30D | -31.8% | +18.4% | -50.2% | -32.1% |
| 3M | -32.2% | +29.2% | -61.5% | -32.9% |
| 6M | -14.9% | +32.3% | -47.2% | -16.7% |
| YTD | +66.0% | +38.5% | +27.6% | +61.2% |
| 1Y | +17.2% | +48.5% | -31.3% | +12.8% |
| 3Y | +247.2% | +32.5% | +214.8% | +231.1% |
| All | +185.4% | +24.7% | +160.7% | +178.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling