-98.4%
ARWR vs KIM
+1,751.3%
-1,849.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.4% |
| 7D | -17.9% | -0.7% | -17.3% | -17.9% |
| 30D | -18.9% | +13.4% | -32.3% | -21.0% |
| 3M | -46.0% | +6.5% | -52.5% | -46.7% |
| 6M | -40.3% | +10.6% | -50.9% | -41.6% |
| YTD | -29.0% | +29.9% | -58.9% | -32.8% |
| 1Y | +13.8% | +29.6% | -15.7% | +7.8% |
| 3Y | +74.9% | +64.1% | +10.8% | +59.9% |
| 5Y | -36.2% | +35.3% | -71.5% | -39.3% |
| 10Y | +1,028.0% | +63.1% | +964.9% | +898.4% |
| All | -98.4% | +1,751.3% | -1,849.7% | -90.1% |
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