+174.5%
KDP vs ARWR
+1,099.2%
-924.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +1.3% | +1.7% | -0.4% | +1.2% |
| 30D | +6.0% | -0.7% | +6.6% | +6.0% |
| 3M | +9.2% | +14.9% | -5.7% | +8.1% |
| 6M | +14.7% | +32.6% | -17.9% | +12.3% |
| YTD | +19.2% | +30.0% | -10.9% | +16.7% |
| 1Y | +15.2% | +208.4% | -193.2% | +6.9% |
| 3Y | +6.0% | +208.8% | -202.8% | -4.3% |
| 5Y | +5.4% | +27.8% | -22.4% | -1.7% |
| All | +174.5% | +1,099.2% | -924.7% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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