+296.4%
ARM vs KR
+38.3%
+258.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +4.0% |
| 7D | +5.5% | +1.5% | +3.9% | +6.2% |
| 30D | -8.2% | +4.1% | -12.3% | -6.4% |
| 3M | -35.9% | -5.2% | -30.7% | -36.4% |
| 6M | +103.1% | -12.8% | +115.9% | +96.5% |
| YTD | +130.6% | -4.6% | +135.2% | +127.8% |
| 1Y | +86.1% | -11.7% | +97.7% | +81.7% |
| All | +296.4% | +38.3% | +258.1% | +241.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling