+199.6%
ARM vs KEEL
+59.0%
+140.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.6% | 0.0% | -3.2% |
| 7D | +9.1% | -0.5% | +9.6% | +9.5% |
| 30D | -19.9% | -27.1% | +7.1% | -11.9% |
| 3M | -31.6% | -43.8% | +12.2% | -18.9% |
| 6M | -13.9% | -55.2% | +41.3% | +8.0% |
| YTD | +74.3% | -20.9% | +95.2% | +82.0% |
| 1Y | +35.8% | -28.5% | +64.3% | +43.7% |
| 3Y | +268.6% | +66.1% | +202.5% | +166.6% |
| All | +199.6% | +59.0% | +140.6% | +118.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling