+35.8%
ARM vs KR
+10.4%
+25.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -3.2% |
| 7D | +9.1% | +4.6% | +4.5% | +14.1% |
| 30D | -19.9% | +12.2% | -32.2% | -9.2% |
| 3M | -31.6% | +24.6% | -56.2% | -12.8% |
| 6M | -13.9% | +8.2% | -22.1% | 0.0% |
| YTD | +74.3% | +15.3% | +59.0% | +102.2% |
| 1Y | +35.8% | +9.8% | +26.0% | +54.4% |
| All | +35.8% | +10.4% | +25.4% | +54.4% |
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