+162.2%
ARM vs KDP
+22.4%
+139.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.3% | -13.3% | -13.1% |
| 7D | -27.1% | +4.5% | -31.6% | -27.1% |
| 30D | -44.9% | +18.5% | -63.4% | -45.2% |
| 3M | -39.3% | +20.8% | -60.1% | -39.7% |
| 6M | -20.2% | +29.4% | -49.6% | -21.9% |
| YTD | +52.5% | +35.9% | +16.6% | +48.0% |
| 1Y | +4.1% | +42.5% | -38.4% | +0.5% |
| 3Y | +211.7% | +29.4% | +182.3% | +198.1% |
| All | +162.2% | +22.4% | +139.8% | +156.0% |
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