+219.8%
ARM vs KEY
+115.8%
+104.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.5% | +11.6% | +11.8% |
| 7D | +6.0% | -0.5% | +6.5% | +6.6% |
| 30D | -20.3% | +6.7% | -27.0% | -23.1% |
| 3M | -24.4% | -4.6% | -19.8% | -22.4% |
| 6M | -4.4% | +2.6% | -6.9% | -6.4% |
| YTD | +86.0% | +7.0% | +79.1% | +78.1% |
| 1Y | +35.8% | +23.5% | +12.3% | +19.7% |
| 3Y | +289.1% | +126.4% | +162.7% | +141.4% |
| All | +219.8% | +115.8% | +104.0% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling