+185.4%
ARM vs KWEB
-4.1%
+189.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.0% |
| 7D | -10.4% | +3.4% | -13.7% | -12.3% |
| 30D | -31.8% | -3.5% | -28.4% | -30.8% |
| 3M | -32.2% | -17.4% | -14.9% | -25.4% |
| 6M | -14.9% | -18.6% | +3.7% | -6.0% |
| YTD | +66.0% | -29.3% | +95.4% | +98.0% |
| 1Y | +17.2% | -35.9% | +53.1% | +47.0% |
| 3Y | +247.2% | -0.1% | +247.3% | +233.4% |
| All | +185.4% | -4.1% | +189.5% | +177.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling