+160.8%
KEY vs ARES
+1,196.0%
-1,035.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.7% |
| 7D | +2.2% | -1.7% | +3.9% | +2.9% |
| 30D | -3.0% | +0.3% | -3.3% | -3.4% |
| 3M | +3.3% | +8.5% | -5.1% | -1.6% |
| 6M | +9.2% | +23.5% | -14.3% | -3.2% |
| YTD | +10.6% | -11.2% | +21.9% | +12.8% |
| 1Y | +20.4% | -19.3% | +39.7% | +27.7% |
| 3Y | +121.8% | +48.7% | +73.2% | +72.6% |
| 5Y | +41.1% | +106.5% | -65.4% | -7.5% |
| 10Y | +168.5% | +1,055.3% | -886.8% | -0.4% |
| All | +160.8% | +1,196.0% | -1,035.2% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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