+1,044.5%
ARWR vs KIM
+34.7%
+1,009.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.5% |
| 7D | -3.2% | -1.0% | -2.3% | -2.8% |
| 30D | -6.5% | -1.1% | -5.4% | -6.0% |
| 3M | +12.7% | -5.3% | +18.0% | +15.3% |
| 6M | +36.2% | +3.9% | +32.3% | +33.0% |
| YTD | +24.5% | +20.3% | +4.2% | +12.8% |
| 1Y | +198.0% | +10.4% | +187.5% | +181.2% |
| 3Y | +176.4% | +46.3% | +130.0% | +131.8% |
| 5Y | +26.6% | +37.6% | -11.0% | +10.9% |
| All | +1,044.5% | +34.7% | +1,009.8% | +1,042.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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