+86.1%
ARM vs KEY
+21.3%
+64.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | +5.5% | +2.2% | +3.3% | +4.2% |
| 30D | -8.2% | -3.0% | -5.2% | -6.6% |
| 3M | -35.9% | +3.3% | -39.3% | -37.3% |
| 6M | +103.1% | +9.2% | +93.9% | +90.5% |
| YTD | +130.6% | +10.6% | +120.0% | +116.6% |
| 1Y | +86.1% | +20.4% | +65.7% | +61.6% |
| All | +86.1% | +21.3% | +64.7% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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