+214.2%
ARM vs KIM
+56.6%
+157.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.6% |
| 7D | +19.8% | -0.7% | +20.5% | +20.0% |
| 30D | -21.8% | +13.4% | -35.2% | -24.4% |
| 3M | -26.5% | +6.5% | -33.1% | -27.7% |
| 6M | -3.9% | +10.6% | -14.5% | -8.3% |
| YTD | +82.8% | +29.9% | +52.8% | +61.8% |
| 1Y | +34.3% | +29.6% | +4.8% | +18.9% |
| 3Y | +282.2% | +64.1% | +218.2% | +198.5% |
| All | +214.2% | +56.6% | +157.6% | +158.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling