-26.4%
ARM vs KR
+2.8%
-29.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.2% | +1.7% |
| 7D | -15.2% | +1.4% | -16.6% | -13.3% |
| 30D | -40.7% | +14.3% | -54.9% | -29.3% |
| 3M | -39.1% | +18.9% | -58.0% | -23.1% |
| 6M | -26.4% | +3.8% | -30.2% | -17.0% |
| All | -26.4% | +2.8% | -29.2% | -17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling