+162.2%
ARM vs KEY
+110.9%
+51.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.7% | -10.3% | -11.5% |
| 7D | -27.1% | -2.5% | -24.7% | -26.0% |
| 30D | -44.9% | +4.1% | -49.0% | -46.1% |
| 3M | -39.3% | -8.4% | -30.9% | -36.3% |
| 6M | -20.2% | -2.3% | -17.9% | -19.5% |
| YTD | +52.5% | +4.6% | +48.0% | +47.8% |
| 1Y | +4.1% | +24.6% | -20.5% | -8.9% |
| 3Y | +211.7% | +112.8% | +98.9% | +100.6% |
| All | +162.2% | +110.9% | +51.3% | +72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling