+174.6%
ARM vs KDP
+21.5%
+153.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.7% |
| 7D | -15.2% | +2.2% | -17.4% | -15.2% |
| 30D | -40.7% | +19.9% | -60.6% | -41.1% |
| 3M | -39.1% | +21.5% | -60.6% | -39.6% |
| 6M | -26.4% | +30.1% | -56.5% | -28.2% |
| YTD | +59.7% | +34.9% | +24.8% | +55.0% |
| 1Y | +10.3% | +43.4% | -33.0% | +6.3% |
| 3Y | +228.9% | +29.1% | +199.8% | +213.5% |
| All | +174.6% | +21.5% | +153.1% | +168.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling