+368.1%
KEY vs ARWR
-98.0%
+466.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.5% |
| 7D | -1.3% | -2.9% | +1.6% | -1.3% |
| 30D | +5.1% | -5.4% | +10.5% | +5.2% |
| 3M | -7.1% | -32.2% | +25.1% | -6.8% |
| 6M | -4.4% | -26.5% | +22.1% | -4.2% |
| YTD | +4.0% | -12.4% | +16.4% | +4.0% |
| 1Y | +23.4% | +46.9% | -23.5% | +22.9% |
| 3Y | +113.9% | +116.0% | -2.1% | +111.9% |
| 5Y | +12.3% | -28.0% | +40.3% | +11.8% |
| 10Y | +125.5% | +923.9% | -798.5% | +120.1% |
| All | +368.1% | -98.0% | +466.1% | +331.7% |
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