+162.2%
ARM vs KMB
-0.2%
+162.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +1.5% | -14.6% | -12.7% |
| 7D | -27.1% | +0.4% | -27.5% | -26.9% |
| 30D | -44.9% | +14.1% | -59.0% | -43.0% |
| 3M | -39.3% | -0.5% | -38.8% | -38.8% |
| 6M | -20.2% | +16.6% | -36.8% | -16.9% |
| YTD | +52.5% | +13.7% | +38.8% | +58.1% |
| 1Y | +4.1% | +16.1% | -12.0% | +8.5% |
| 3Y | +211.7% | +4.7% | +207.0% | +217.2% |
| All | +162.2% | -0.2% | +162.4% | +175.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling