+12.4%
AMT vs KEYS
+55.9%
-43.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.3% | +10.4% | +3.4% |
| 7D | +6.0% | -14.8% | +20.8% | +4.6% |
| 30D | +20.1% | -25.6% | +45.7% | +17.3% |
| 3M | +12.4% | -16.2% | +28.6% | +11.0% |
| 6M | +9.9% | -18.6% | +28.6% | +8.9% |
| YTD | +14.4% | +40.7% | -26.3% | +12.2% |
| 1Y | +12.4% | +59.6% | -47.2% | +9.2% |
| All | +12.4% | +55.9% | -43.5% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling