+174.6%
ARM vs KR
+59.8%
+114.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.2% | +3.4% |
| 7D | -15.2% | +1.4% | -16.6% | -14.3% |
| 30D | -40.7% | +14.3% | -54.9% | -35.7% |
| 3M | -39.1% | +18.9% | -58.0% | -32.3% |
| 6M | -26.4% | +3.8% | -30.2% | -21.4% |
| YTD | +59.7% | +10.2% | +49.5% | +72.8% |
| 1Y | +10.3% | +9.2% | +1.2% | +19.4% |
| 3Y | +228.9% | +60.3% | +168.6% | +204.3% |
| All | +174.6% | +59.8% | +114.8% | +159.1% |
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