+185.4%
ARM vs KR
+62.0%
+123.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.4% | -2.1% |
| 7D | -10.4% | +2.7% | -13.1% | -8.9% |
| 30D | -31.8% | +11.3% | -43.1% | -27.2% |
| 3M | -32.2% | +22.3% | -54.5% | -23.6% |
| 6M | -14.9% | +5.8% | -20.7% | -8.2% |
| YTD | +66.0% | +11.7% | +54.3% | +80.9% |
| 1Y | +17.2% | +8.9% | +8.3% | +27.3% |
| 3Y | +247.2% | +67.1% | +180.1% | +220.6% |
| All | +185.4% | +62.0% | +123.4% | +171.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling