+1,058.3%
KEYS vs ARWR
+1,244.9%
-186.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +2.3% | +1.7% | +0.6% | +2.0% |
| 30D | -2.6% | -0.7% | -2.0% | -2.6% |
| 3M | -4.6% | +14.9% | -19.5% | -6.7% |
| 6M | +8.7% | +32.6% | -23.9% | +4.0% |
| YTD | +61.0% | +30.0% | +31.0% | +54.1% |
| 1Y | +96.0% | +208.4% | -112.4% | +65.9% |
| 3Y | +144.4% | +208.8% | -64.4% | +96.7% |
| 5Y | +80.5% | +27.8% | +52.7% | +55.5% |
| 10Y | +974.9% | +1,107.6% | -132.6% | +574.3% |
| All | +1,058.3% | +1,244.9% | -186.6% | +602.3% |
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