-20.2%
ARM vs KIM
+12.0%
-32.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.0% | -12.1% | -14.2% |
| 7D | -27.1% | +5.0% | -32.1% | -22.4% |
| 30D | -44.9% | +15.8% | -60.7% | -33.6% |
| 3M | -39.3% | +4.3% | -43.6% | -35.6% |
| 6M | -20.2% | +11.4% | -31.5% | -13.6% |
| All | -20.2% | +12.0% | -32.2% | -13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling