+35.8%
ARM vs KEYS
+63.0%
-27.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.5% | -2.9% |
| 7D | +9.1% | +9.4% | -0.3% | +1.9% |
| 30D | -19.9% | -16.8% | -3.2% | -7.5% |
| 3M | -31.6% | -15.9% | -15.7% | -21.2% |
| 6M | -13.9% | -17.6% | +3.7% | -0.1% |
| YTD | +74.3% | +46.5% | +27.8% | +64.0% |
| 1Y | +35.8% | +66.9% | -31.1% | +26.0% |
| All | +35.8% | +63.0% | -27.2% | +26.0% |
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 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