+202.8%
KO vs ARKK
+350.7%
-148.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.4% |
| 7D | -1.1% | -4.7% | +3.6% | -0.8% |
| 30D | +1.6% | +3.1% | -1.5% | +1.3% |
| 3M | +5.8% | +13.8% | -8.0% | +4.6% |
| 6M | +14.3% | +14.0% | +0.3% | +12.8% |
| YTD | +27.3% | +8.0% | +19.3% | +26.0% |
| 1Y | +33.2% | +9.9% | +23.2% | +31.2% |
| 3Y | +64.5% | +90.2% | -25.7% | +50.8% |
| 5Y | +83.1% | -29.9% | +113.0% | +86.1% |
| 10Y | +183.9% | +329.1% | -145.2% | +94.6% |
| All | +202.8% | +350.7% | -148.0% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 all: compounded portfolio wealth divided by compounded ARKK 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…
all analysis · Full analysis span regression · 6 months rolling