+229.6%
KDP vs ARWR
+906.2%
-676.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | +2.2% | -2.9% | +5.1% | +2.4% |
| 30D | +19.9% | -5.4% | +25.3% | +20.3% |
| 3M | +21.5% | -32.2% | +53.7% | +23.9% |
| 6M | +30.1% | -26.5% | +56.6% | +31.7% |
| YTD | +34.9% | -12.4% | +47.3% | +34.8% |
| 1Y | +43.4% | +46.9% | -3.5% | +38.6% |
| 3Y | +29.1% | +116.0% | -86.9% | +18.8% |
| 5Y | +15.0% | -28.0% | +42.9% | +10.7% |
| All | +229.6% | +906.2% | -676.6% | +173.6% |
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