+228.9%
ARM vs KR
+59.5%
+169.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.2% | +3.3% |
| 7D | -15.2% | +1.4% | -16.6% | -14.3% |
| 30D | -40.7% | +14.3% | -54.9% | -35.5% |
| 3M | -39.1% | +18.9% | -58.0% | -32.0% |
| 6M | -26.4% | +3.8% | -30.2% | -21.2% |
| YTD | +59.7% | +10.2% | +49.5% | +73.5% |
| 1Y | +10.3% | +9.2% | +1.2% | +19.8% |
| 3Y | +228.9% | +60.3% | +168.6% | +209.2% |
| All | +228.9% | +59.5% | +169.3% | +209.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling