+214.0%
ARM vs KMB
+4.7%
+209.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +1.5% | -14.6% | -12.6% |
| 7D | -27.1% | +0.4% | -27.5% | -26.9% |
| 30D | -44.9% | +14.1% | -59.0% | -42.8% |
| 3M | -39.3% | -0.5% | -38.8% | -38.8% |
| 6M | -20.2% | +16.6% | -36.8% | -16.5% |
| YTD | +52.5% | +13.7% | +38.8% | +58.7% |
| 1Y | +4.1% | +16.1% | -12.0% | +9.0% |
| All | +214.0% | +4.7% | +209.3% | +251.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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