+152.0%
KEYS vs ARWR
+181.4%
-29.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.1% |
| 7D | +4.4% | +2.9% | +1.6% | +3.9% |
| 30D | -2.2% | -2.9% | +0.7% | -1.8% |
| 3M | +0.5% | +15.2% | -14.7% | -2.4% |
| 6M | +22.4% | +42.3% | -19.9% | +14.0% |
| YTD | +64.1% | +28.2% | +35.9% | +55.2% |
| 1Y | +97.0% | +213.2% | -116.3% | +57.6% |
| 3Y | +152.0% | +184.6% | -32.6% | +84.5% |
| All | +152.0% | +181.4% | -29.3% | +84.5% |
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