+296.4%
ARM vs KEYS
+146.0%
+150.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +2.7% |
| 7D | +5.5% | +2.3% | +3.2% | +3.5% |
| 30D | -8.2% | -2.6% | -5.6% | -6.2% |
| 3M | -35.9% | -4.6% | -31.3% | -32.3% |
| 6M | +103.1% | +8.7% | +94.4% | +92.5% |
| YTD | +130.6% | +61.0% | +69.6% | +48.9% |
| 1Y | +86.1% | +96.0% | -9.9% | -2.9% |
| All | +296.4% | +146.0% | +150.4% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling