+219.8%
ARM vs KR
+64.1%
+155.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.3% | +10.8% | +12.8% |
| 7D | +6.0% | +0.8% | +5.3% | +6.5% |
| 30D | -20.3% | +11.1% | -31.4% | -15.0% |
| 3M | -24.4% | +24.4% | -48.8% | -14.1% |
| 6M | -4.4% | +8.5% | -12.9% | +4.2% |
| YTD | +86.0% | +13.1% | +72.9% | +104.0% |
| 1Y | +35.8% | +9.3% | +26.5% | +48.2% |
| 3Y | +289.1% | +69.3% | +219.8% | +261.5% |
| All | +219.8% | +64.1% | +155.7% | +205.8% |
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