+115.0%
KEY vs ARWR
+103.1%
+11.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.8% | +4.1% | -1.7% |
| 7D | -2.5% | -5.0% | +2.5% | -1.7% |
| 30D | +4.1% | -6.6% | +10.7% | +5.0% |
| 3M | -8.4% | -33.9% | +25.5% | -3.0% |
| 6M | -2.3% | -23.3% | +21.0% | +0.5% |
| YTD | +4.6% | -13.5% | +18.0% | +4.8% |
| 1Y | +24.6% | +42.5% | -18.0% | +14.2% |
| All | +115.0% | +103.1% | +11.9% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling