+71.2%
ARM vs KEYS
+97.6%
-26.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +1.4% |
| 7D | +5.0% | +3.5% | +1.5% | +2.7% |
| 30D | -2.6% | -4.5% | +1.9% | +0.5% |
| 3M | -22.6% | -0.4% | -22.2% | -21.9% |
| 6M | +120.5% | +19.1% | +101.3% | +108.4% |
| YTD | +142.2% | +66.7% | +75.6% | +94.1% |
| 1Y | +71.2% | +96.5% | -25.3% | +25.4% |
| All | +71.2% | +97.6% | -26.5% | +25.4% |
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