+20.3%
ARM vs KIM
+31.8%
-11.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.0% | +5.7% | +7.5% |
| 7D | -5.3% | +2.8% | -8.2% | -3.1% |
| 30D | -30.0% | +16.3% | -46.4% | -21.0% |
| 3M | -34.1% | +6.6% | -40.7% | -29.7% |
| 6M | -12.6% | +12.3% | -25.0% | -6.9% |
| YTD | +70.4% | +31.6% | +38.9% | +90.1% |
| All | +20.3% | +31.8% | -11.4% | +35.3% |
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