+150.9%
KEY vs ARES
+1,202.8%
-1,051.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.5% | +8.1% | -7.6% | -3.0% |
| 30D | +6.9% | +18.9% | -12.1% | -1.3% |
| 3M | -5.0% | +2.3% | -7.3% | -6.5% |
| 6M | +0.7% | +12.7% | -12.0% | -6.1% |
| YTD | +6.5% | -10.8% | +17.2% | +8.0% |
| 1Y | +22.6% | -5.3% | +27.9% | +20.7% |
| 3Y | +125.3% | +42.0% | +83.3% | +78.8% |
| 5Y | +13.9% | +88.3% | -74.4% | -22.4% |
| 10Y | +105.3% | +1,148.2% | -1,042.9% | -24.9% |
| All | +150.9% | +1,202.8% | -1,051.8% | -13.0% |
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