+976.9%
KEYS vs ARWR
+634.4%
+342.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.1% |
| 7D | +16.7% | -17.9% | +34.7% | +19.4% |
| 30D | -17.8% | -18.9% | +1.1% | -15.8% |
| 3M | -14.2% | -46.0% | +31.8% | -7.5% |
| 6M | -15.9% | -40.3% | +24.5% | -10.9% |
| YTD | +49.7% | -29.0% | +78.7% | +54.3% |
| 1Y | +65.3% | +13.8% | +51.5% | +59.1% |
| 3Y | +144.9% | +74.9% | +70.0% | +111.8% |
| 5Y | +63.0% | -36.2% | +99.3% | +52.9% |
| 10Y | +780.0% | +1,028.0% | -247.9% | +468.1% |
| All | +976.9% | +634.4% | +342.5% | +603.2% |
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 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