-39.1%
ARM vs KR
+18.6%
-57.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.2% | +1.5% |
| 7D | -15.2% | +1.4% | -16.6% | -13.2% |
| 30D | -40.7% | +14.3% | -54.9% | -29.2% |
| 3M | -39.1% | +18.9% | -58.0% | -24.6% |
| All | -39.1% | +18.6% | -57.7% | -24.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling