+296.4%
ARM vs KEY
+123.2%
+173.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | +5.5% | +2.2% | +3.3% | +4.1% |
| 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% | +92.7% |
| YTD | +130.6% | +10.6% | +120.0% | +116.9% |
| 1Y | +86.1% | +20.4% | +65.7% | +66.0% |
| All | +296.4% | +123.2% | +173.2% | +153.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling