+370.6%
KEY vs ARWR
-98.0%
+468.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.8% | +4.1% | -2.7% |
| 7D | -2.5% | -5.0% | +2.5% | -2.4% |
| 30D | +4.1% | -6.6% | +10.7% | +4.1% |
| 3M | -8.4% | -33.9% | +25.5% | -8.1% |
| 6M | -2.3% | -23.3% | +21.0% | -2.1% |
| YTD | +4.6% | -13.5% | +18.0% | +4.6% |
| 1Y | +24.6% | +42.5% | -18.0% | +24.1% |
| 3Y | +112.8% | +104.1% | +8.7% | +110.9% |
| 5Y | +12.9% | -28.8% | +41.7% | +12.4% |
| 10Y | +126.7% | +911.6% | -785.0% | +121.3% |
| All | +370.6% | -98.0% | +468.6% | +334.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling