+368.0%
ARKK vs KEY
+161.8%
+206.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.6% |
| 7D | +3.6% | +2.7% | +0.9% | +2.5% |
| 30D | +8.4% | -3.2% | +11.6% | +9.7% |
| 3M | +13.4% | +1.0% | +12.5% | +12.7% |
| 6M | +18.9% | +11.9% | +7.0% | +13.2% |
| YTD | +11.9% | +8.7% | +3.2% | +7.7% |
| 1Y | +13.1% | +18.5% | -5.4% | +4.8% |
| 3Y | +97.1% | +124.0% | -26.9% | +42.8% |
| 5Y | -27.8% | +40.8% | -68.6% | -39.8% |
| 10Y | +338.5% | +167.0% | +171.5% | +160.6% |
| All | +368.0% | +161.8% | +206.3% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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