+219.8%
ARM vs KEYS
+129.8%
+90.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +4.9% | +7.2% | +7.6% |
| 7D | +6.0% | +6.9% | -0.9% | +0.5% |
| 30D | -20.3% | -19.1% | -1.2% | -3.1% |
| 3M | -24.4% | -11.1% | -13.3% | -15.0% |
| 6M | -4.4% | -16.6% | +12.2% | +14.2% |
| YTD | +86.0% | +50.4% | +35.6% | +29.6% |
| 1Y | +35.8% | +67.5% | -31.7% | -15.6% |
| 3Y | +289.1% | +146.0% | +143.1% | +52.6% |
| All | +219.8% | +129.8% | +90.0% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling