+19.3%
ARM vs KR
+10.2%
+9.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.2% | -8.5% | -2.0% |
| 7D | -18.7% | +6.1% | -24.8% | -13.3% |
| 30D | -36.7% | +17.3% | -54.0% | -24.6% |
| 3M | -31.6% | +20.2% | -51.8% | -15.9% |
| 6M | -5.6% | +3.3% | -9.0% | +4.9% |
| YTD | +75.5% | +12.3% | +63.2% | +99.3% |
| 1Y | +19.3% | +10.6% | +8.7% | +36.2% |
| All | +19.3% | +10.2% | +9.1% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 1y: compounded portfolio wealth divided by compounded KR 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…
1y analysis · Full analysis span regression · 6 months rolling