+48.8%
KR vs ARWR
+26.4%
+22.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -2.7% | -4.3% | +1.6% | -2.7% |
| 30D | +1.9% | -7.3% | +9.2% | +1.8% |
| 3M | -11.0% | +17.0% | -28.1% | -10.7% |
| 6M | -20.2% | +39.8% | -60.0% | -19.7% |
| YTD | -7.3% | +24.7% | -31.9% | -6.8% |
| 1Y | -13.1% | +186.5% | -199.6% | -11.9% |
| 3Y | +29.7% | +176.8% | -147.1% | +32.2% |
| 5Y | +48.8% | +29.3% | +19.4% | +52.2% |
| All | +48.8% | +26.4% | +22.4% | +52.2% |
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