+398.0%
KEY vs ARWR
-97.0%
+495.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +2.2% | +1.7% | +0.5% | +2.2% |
| 30D | -3.0% | -0.7% | -2.4% | -3.0% |
| 3M | +3.3% | +14.9% | -11.5% | +3.2% |
| 6M | +9.2% | +32.6% | -23.4% | +8.9% |
| YTD | +10.6% | +30.0% | -19.4% | +10.4% |
| 1Y | +20.4% | +208.4% | -188.0% | +19.2% |
| 3Y | +121.8% | +208.8% | -87.0% | +119.2% |
| 5Y | +41.1% | +27.8% | +13.3% | +39.9% |
| 10Y | +168.5% | +1,107.6% | -939.0% | +161.6% |
| All | +398.0% | -97.0% | +495.0% | +358.0% |
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