+146.7%
KEYS vs ARWR
+77.5%
+69.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.3% |
| 7D | +16.7% | -17.9% | +34.7% | +20.1% |
| 30D | -17.8% | -18.9% | +1.1% | -15.3% |
| 3M | -14.2% | -46.0% | +31.8% | -5.6% |
| 6M | -15.9% | -40.3% | +24.5% | -9.6% |
| YTD | +49.7% | -29.0% | +78.7% | +55.1% |
| 1Y | +65.3% | +13.8% | +51.5% | +56.4% |
| All | +146.7% | +77.5% | +69.2% | +100.2% |
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