-44.0%
ACHR vs KEYS
+166.3%
-210.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.6% | -0.7% |
| 7D | -2.3% | +3.5% | -5.8% | -4.9% |
| 30D | -11.3% | -4.5% | -6.8% | -8.7% |
| 3M | +5.3% | -0.4% | +5.7% | +2.8% |
| 6M | -13.2% | +19.1% | -32.3% | -27.7% |
| YTD | -25.8% | +66.7% | -92.5% | -55.5% |
| 1Y | -34.3% | +96.5% | -130.7% | -66.2% |
| 3Y | -19.9% | +155.2% | -175.1% | -66.6% |
| 5Y | -42.7% | +88.0% | -130.6% | -72.0% |
| All | -44.0% | +166.3% | -210.4% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 10y: compounded portfolio wealth divided by compounded KEYS 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…
10y analysis · Full analysis span regression · 6 months rolling