+22.6%
KDP vs ARWR
-36.3%
+58.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.7% |
| 7D | +4.0% | -19.9% | +23.9% | +4.8% |
| 30D | +16.8% | -18.7% | +35.5% | +17.7% |
| 3M | +32.0% | -44.7% | +76.7% | +35.1% |
| 6M | +35.2% | -36.5% | +71.7% | +37.1% |
| YTD | +40.9% | -25.7% | +66.6% | +41.4% |
| 1Y | +47.7% | +18.9% | +28.7% | +44.5% |
| 3Y | +34.8% | +83.1% | -48.3% | +25.8% |
| 5Y | +22.6% | -34.9% | +57.5% | +17.9% |
| All | +22.6% | -36.3% | +58.9% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling