+1,235.3%
ARES vs KEYS
+1,086.4%
+148.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -2.7% |
| 7D | -2.7% | +2.9% | -5.6% | -3.9% |
| 30D | -2.4% | -1.3% | -1.1% | -2.2% |
| 3M | +3.9% | -0.1% | +4.0% | +2.6% |
| 6M | +26.4% | +17.4% | +9.0% | +14.8% |
| YTD | -14.9% | +62.9% | -77.8% | -35.1% |
| 1Y | -20.4% | +95.7% | -116.2% | -44.7% |
| 3Y | +38.8% | +150.2% | -111.4% | -15.2% |
| 5Y | +97.0% | +83.1% | +13.9% | +36.7% |
| 10Y | +999.8% | +1,020.9% | -21.1% | +375.2% |
| All | +1,235.3% | +1,086.4% | +148.8% | +481.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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