+326.7%
ARKK vs KEY
+157.6%
+169.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | -2.4% | -0.5% | -1.9% | -2.0% |
| 30D | -10.8% | +6.7% | -17.6% | -13.2% |
| 3M | -2.6% | -4.6% | +2.0% | -0.8% |
| 6M | -1.9% | +2.6% | -4.5% | -3.3% |
| YTD | +2.0% | +7.0% | -4.9% | -1.2% |
| 1Y | -4.4% | +23.5% | -27.8% | -12.7% |
| 3Y | +97.5% | +126.4% | -28.9% | +42.8% |
| 5Y | -32.0% | +13.0% | -45.0% | -38.9% |
| 10Y | +317.7% | +99.5% | +218.2% | +176.0% |
| All | +326.7% | +157.6% | +169.1% | +153.5% |
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