+184.6%
ARWR vs KIM
+47.7%
+136.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -2.0% |
| 7D | +2.9% | -0.3% | +3.2% | +3.1% |
| 30D | -2.9% | -1.7% | -1.2% | -1.6% |
| 3M | +15.2% | -0.8% | +16.1% | +14.6% |
| 6M | +42.3% | +4.4% | +37.9% | +34.9% |
| YTD | +28.2% | +21.2% | +7.0% | +5.0% |
| 1Y | +213.2% | +10.5% | +202.7% | +179.9% |
| 3Y | +184.6% | +47.5% | +137.2% | +94.4% |
| All | +184.6% | +47.7% | +136.9% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling