+307.7%
ARKK vs KEY
+157.8%
+149.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -0.6% | +2.9% | -3.5% | -1.8% |
| 30D | -11.2% | +8.4% | -19.7% | -14.1% |
| 3M | -9.2% | -5.8% | -3.4% | -7.1% |
| 6M | -3.9% | +5.4% | -9.4% | -6.3% |
| YTD | -2.5% | +7.1% | -9.6% | -5.6% |
| 1Y | -2.7% | +26.8% | -29.5% | -12.2% |
| 3Y | +87.9% | +128.7% | -40.8% | +35.3% |
| 5Y | -35.7% | +13.6% | -49.3% | -42.3% |
| 10Y | +299.2% | +99.7% | +199.5% | +163.7% |
| All | +307.7% | +157.8% | +149.9% | +142.1% |
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