+315.5%
ARM vs KWEB
-1.2%
+316.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +2.3% |
| 7D | +12.5% | -3.6% | +16.1% | +14.6% |
| 30D | -1.4% | -14.9% | +13.6% | +7.4% |
| 3M | -18.7% | -5.4% | -13.2% | -16.9% |
| 6M | +124.6% | -18.9% | +143.5% | +150.5% |
| YTD | +141.7% | -27.2% | +169.0% | +185.2% |
| 1Y | +87.7% | -34.2% | +121.9% | +134.0% |
| All | +315.5% | -1.2% | +316.8% | +299.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 10y: compounded portfolio wealth divided by compounded KWEB 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…
10y analysis · Full analysis span regression · 6 months rolling