+315.5%
ARM vs KEEL
+217.1%
+98.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.2% |
| 7D | +12.5% | +19.3% | -6.8% | +6.8% |
| 30D | -1.4% | +9.1% | -10.5% | -4.7% |
| 3M | -18.7% | -31.5% | +12.9% | -11.3% |
| 6M | +124.6% | +75.8% | +48.8% | +89.3% |
| YTD | +141.7% | +57.9% | +83.9% | +104.4% |
| 1Y | +87.7% | +133.3% | -45.7% | +32.2% |
| All | +315.5% | +217.1% | +98.4% | +145.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling