-13.9%
ARM vs KEYS
-19.1%
+5.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.5% | -2.1% |
| 7D | +9.1% | +9.4% | -0.3% | -1.3% |
| 30D | -19.9% | -16.8% | -3.2% | -1.0% |
| 3M | -31.6% | -15.9% | -15.7% | -16.2% |
| 6M | -13.9% | -17.6% | +3.7% | +5.9% |
| All | -13.9% | -19.1% | +5.2% | +5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling