+311.3%
ARM vs KEEL
+218.8%
+92.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.5% | -3.7% | +1.5% |
| 7D | +11.4% | +21.5% | -10.1% | +5.1% |
| 30D | -7.4% | -3.9% | -3.6% | -7.3% |
| 3M | -24.5% | -34.1% | +9.6% | -16.8% |
| 6M | +128.7% | +82.8% | +45.8% | +90.7% |
| YTD | +139.3% | +58.7% | +80.5% | +102.0% |
| 1Y | +88.0% | +191.4% | -103.4% | +23.1% |
| All | +311.3% | +218.8% | +92.5% | +142.3% |
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 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