+247.2%
ARM vs KEEL
+59.2%
+188.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.8% |
| 7D | -10.4% | -12.8% | +2.4% | -6.6% |
| 30D | -31.8% | -37.4% | +5.5% | -21.6% |
| 3M | -32.2% | -43.8% | +11.6% | -20.0% |
| 6M | -14.9% | -51.9% | +37.0% | +4.3% |
| YTD | +66.0% | -18.7% | +84.8% | +71.8% |
| 1Y | +17.2% | -46.6% | +63.9% | +33.4% |
| 3Y | +247.2% | +59.2% | +188.0% | +161.8% |
| All | +247.2% | +59.2% | +188.0% | +161.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling