+296.4%
ARM vs KIM
+45.2%
+251.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | +5.5% | +0.4% | +5.0% | +5.3% |
| 30D | -8.2% | -4.0% | -4.2% | -7.1% |
| 3M | -35.9% | +0.5% | -36.5% | -37.0% |
| 6M | +103.1% | +3.6% | +99.5% | +96.7% |
| YTD | +130.6% | +20.4% | +110.2% | +108.1% |
| 1Y | +86.1% | +9.7% | +76.4% | +75.5% |
| All | +296.4% | +45.2% | +251.3% | +232.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling