+172.4%
KEY vs ARWR
+1,099.2%
-926.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +2.2% | +1.7% | +0.5% | +2.0% |
| 30D | -3.0% | -0.7% | -2.4% | -3.0% |
| 3M | +3.3% | +14.9% | -11.5% | +1.1% |
| 6M | +9.2% | +32.6% | -23.4% | +4.6% |
| YTD | +10.6% | +30.0% | -19.4% | +6.0% |
| 1Y | +20.4% | +208.4% | -188.0% | +2.7% |
| 3Y | +121.8% | +208.8% | -87.0% | +80.2% |
| 5Y | +41.1% | +27.8% | +13.3% | +21.5% |
| All | +172.4% | +1,099.2% | -926.7% | +96.9% |
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 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