+30.1%
KDP vs ARWR
-22.7%
+52.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.6% |
| 7D | +2.2% | -2.9% | +5.1% | +2.0% |
| 30D | +19.9% | -5.4% | +25.3% | +19.5% |
| 3M | +21.5% | -32.2% | +53.7% | +17.9% |
| 6M | +30.1% | -26.5% | +56.6% | +27.9% |
| All | +30.1% | -22.7% | +52.8% | +27.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling