+99.5%
KEY vs ARWR
+1,021.8%
-922.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.4% |
| 7D | -0.5% | -19.9% | +19.4% | +2.1% |
| 30D | +6.7% | -18.7% | +25.4% | +9.2% |
| 3M | -4.6% | -44.7% | +40.1% | +2.3% |
| 6M | +2.6% | -36.5% | +39.1% | +7.5% |
| YTD | +7.0% | -25.7% | +32.6% | +9.2% |
| 1Y | +23.5% | +18.9% | +4.5% | +17.8% |
| 3Y | +126.4% | +83.1% | +43.3% | +93.7% |
| 5Y | +13.0% | -34.9% | +47.9% | +4.7% |
| 10Y | +99.5% | +1,080.9% | -981.4% | +47.1% |
| All | +99.5% | +1,021.8% | -922.3% | +47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling