+239.3%
KDP vs ARWR
+921.6%
-682.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.3% | +16.2% | +1.7% |
| 7D | +0.3% | -17.3% | +17.7% | +1.3% |
| 30D | +16.3% | -21.5% | +37.8% | +17.7% |
| 3M | +24.0% | -43.8% | +67.8% | +27.5% |
| 6M | +30.0% | -32.3% | +62.2% | +31.9% |
| YTD | +36.1% | -25.8% | +61.9% | +37.0% |
| 1Y | +46.8% | +25.5% | +21.3% | +43.1% |
| 3Y | +30.5% | +84.1% | -53.7% | +21.1% |
| 5Y | +17.9% | -39.2% | +57.1% | +14.5% |
| 10Y | +239.3% | +1,072.4% | -833.1% | +184.7% |
| All | +239.3% | +921.6% | -682.3% | +184.7% |
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