+86.1%
ARM vs KIM
+9.1%
+76.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.3% | +3.2% |
| 7D | +5.5% | -0.8% | +6.2% | +5.1% |
| 30D | -8.2% | -5.1% | -3.1% | -10.6% |
| 3M | -35.9% | -0.6% | -35.3% | -37.2% |
| 6M | +103.1% | +2.4% | +100.7% | +97.6% |
| YTD | +130.6% | +19.0% | +111.6% | +126.6% |
| 1Y | +86.1% | +8.4% | +77.7% | +76.2% |
| All | +86.1% | +9.1% | +76.9% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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