+19.3%
ARM vs KEEL
-45.0%
+64.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | -3.7% |
| 7D | -18.7% | -13.6% | -5.1% | -14.2% |
| 30D | -36.7% | -39.1% | +2.5% | -23.6% |
| 3M | -31.6% | -48.9% | +17.3% | -13.2% |
| 6M | -5.6% | -35.4% | +29.7% | +12.7% |
| YTD | +75.5% | -10.6% | +86.1% | +84.7% |
| 1Y | +19.3% | -45.3% | +64.6% | +34.9% |
| All | +19.3% | -45.0% | +64.3% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling