+953.7%
KEYS vs ARWR
+644.2%
+309.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | +9.4% | -17.8% | +27.2% | +11.9% |
| 30D | -16.8% | -18.1% | +1.4% | -14.8% |
| 3M | -15.9% | -44.2% | +28.3% | -9.7% |
| 6M | -17.6% | -38.6% | +21.1% | -13.0% |
| YTD | +46.5% | -28.0% | +74.5% | +50.7% |
| 1Y | +66.9% | +16.1% | +50.7% | +60.2% |
| 3Y | +141.4% | +84.0% | +57.4% | +107.5% |
| 5Y | +59.5% | -35.4% | +94.9% | +49.4% |
| 10Y | +761.1% | +1,043.1% | -282.0% | +454.8% |
| All | +953.7% | +644.2% | +309.5% | +586.9% |
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