+19.3%
ARM vs KEYS
+55.9%
-36.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.3% | +1.0% | -0.4% |
| 7D | -18.7% | -14.8% | -3.9% | -7.8% |
| 30D | -36.7% | -25.6% | -11.1% | -20.7% |
| 3M | -31.6% | -16.2% | -15.4% | -21.1% |
| 6M | -5.6% | -18.6% | +13.0% | +11.4% |
| YTD | +75.5% | +40.7% | +34.8% | +64.9% |
| 1Y | +19.3% | +59.6% | -40.3% | +8.8% |
| All | +19.3% | +55.9% | -36.6% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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