+299.7%
ARM vs KEYS
+144.8%
+154.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -2.4% |
| 7D | +4.8% | +0.9% | +3.8% | +4.0% |
| 30D | -5.5% | -5.3% | -0.2% | -1.1% |
| 3M | -17.3% | +0.5% | -17.8% | -16.6% |
| 6M | +110.9% | +14.0% | +96.8% | +92.6% |
| YTD | +132.5% | +60.3% | +72.3% | +50.9% |
| 1Y | +64.9% | +91.3% | -26.4% | -11.8% |
| All | +299.7% | +144.8% | +154.9% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling