-98.4%
ARWR vs KIM
+1,757.8%
-1,856.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | -17.8% | +0.1% | -18.0% | -17.9% |
| 30D | -18.1% | +14.1% | -32.3% | -20.3% |
| 3M | -44.2% | +6.0% | -50.2% | -44.8% |
| 6M | -38.6% | +13.2% | -51.9% | -40.3% |
| YTD | -28.0% | +30.4% | -58.4% | -31.9% |
| 1Y | +16.1% | +31.0% | -14.9% | +9.7% |
| 3Y | +84.0% | +67.6% | +16.4% | +67.6% |
| 5Y | -35.4% | +35.8% | -71.1% | -38.5% |
| 10Y | +1,043.1% | +63.7% | +979.4% | +911.1% |
| All | -98.4% | +1,757.8% | -1,856.2% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling