-38.2%
KEEL vs ARWR
+26.4%
-64.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.2% | -7.4% | -7.4% |
| 7D | +2.7% | -4.3% | +7.0% | +4.7% |
| 30D | +4.6% | -7.3% | +11.8% | +8.5% |
| 3M | -34.5% | +17.0% | -51.5% | -40.2% |
| 6M | +59.3% | +39.8% | +19.5% | +33.9% |
| YTD | +46.4% | +24.7% | +21.7% | +28.3% |
| 1Y | +96.6% | +186.5% | -89.9% | +11.8% |
| 3Y | +182.0% | +176.8% | +5.2% | +37.9% |
| 5Y | -38.2% | +29.3% | -67.6% | -53.9% |
| All | -38.2% | +26.4% | -64.6% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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