-27.5%
ARWR vs KIM
+34.6%
-62.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.0% |
| 7D | -17.8% | +0.1% | -18.0% | -18.1% |
| 30D | -18.1% | +14.1% | -32.3% | -27.5% |
| 3M | -44.2% | +6.0% | -50.2% | -47.2% |
| 6M | -38.6% | +13.2% | -51.9% | -46.0% |
| YTD | -28.0% | +30.4% | -58.4% | -45.0% |
| 1Y | +16.1% | +31.0% | -14.9% | -11.8% |
| 3Y | +84.0% | +67.6% | +16.4% | +10.4% |
| All | -27.5% | +34.6% | -62.1% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling