-45.3%
ACHR vs KEYS
+156.1%
-201.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | +0.4% |
| 7D | -5.4% | +0.9% | -6.3% | -6.1% |
| 30D | -19.7% | -5.3% | -14.5% | -17.1% |
| 3M | +7.9% | +0.5% | +7.4% | +4.5% |
| 6M | -13.8% | +14.0% | -27.8% | -25.6% |
| YTD | -27.5% | +60.3% | -87.8% | -55.2% |
| 1Y | -33.9% | +91.3% | -125.3% | -65.4% |
| 3Y | -20.0% | +146.1% | -166.1% | -65.6% |
| 5Y | -44.0% | +80.8% | -124.8% | -71.8% |
| All | -45.3% | +156.1% | -201.5% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling