+316.4%
ARM vs KR
+38.1%
+278.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +5.4% |
| 7D | +5.0% | -0.2% | +5.2% | +5.0% |
| 30D | -2.6% | +5.1% | -7.7% | -0.2% |
| 3M | -22.6% | -8.2% | -14.5% | -24.3% |
| 6M | +120.5% | -18.0% | +138.5% | +110.2% |
| YTD | +142.2% | -4.8% | +147.0% | +139.1% |
| 1Y | +71.2% | -11.0% | +82.2% | +67.3% |
| All | +316.4% | +38.1% | +278.3% | +258.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling