+1,018.0%
KEYS vs ARWR
+1,081.9%
-63.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +3.5% | -4.0% | +7.5% | +4.1% |
| 30D | -4.5% | -5.0% | +0.6% | -3.8% |
| 3M | -0.4% | +11.3% | -11.8% | -2.3% |
| 6M | +19.1% | +42.6% | -23.5% | +12.7% |
| YTD | +66.7% | +24.8% | +41.9% | +60.2% |
| 1Y | +96.5% | +178.8% | -82.3% | +68.1% |
| 3Y | +155.2% | +183.3% | -28.2% | +106.6% |
| 5Y | +88.0% | +29.5% | +58.5% | +61.0% |
| All | +1,018.0% | +1,081.9% | -63.9% | +627.6% |
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