+133.4%
KR vs ARKK
+331.8%
-198.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.7% |
| 7D | -0.2% | -3.1% | +2.9% | -0.1% |
| 30D | +5.1% | +2.7% | +2.3% | +5.0% |
| 3M | -8.2% | +10.8% | -18.9% | -8.3% |
| 6M | -18.0% | +14.4% | -32.4% | -18.2% |
| YTD | -4.8% | +8.7% | -13.4% | -4.9% |
| 1Y | -11.0% | +6.7% | -17.8% | -11.2% |
| 3Y | +37.7% | +87.4% | -49.7% | +33.6% |
| 5Y | +52.8% | -29.5% | +82.2% | +54.2% |
| All | +133.4% | +331.8% | -198.4% | +81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling