+99.5%
KEY vs ACGL
+329.5%
-230.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | -0.5% | -1.4% | +0.9% | +0.4% |
| 30D | +6.7% | +12.4% | -5.6% | -2.2% |
| 3M | -4.6% | +11.1% | -15.7% | -12.0% |
| 6M | +2.6% | +16.3% | -13.8% | -9.5% |
| YTD | +7.0% | +13.8% | -6.9% | -4.8% |
| 1Y | +23.5% | +20.4% | +3.0% | +5.2% |
| 3Y | +126.4% | +33.6% | +92.8% | +67.1% |
| 5Y | +13.0% | +176.8% | -163.8% | -58.3% |
| 10Y | +99.5% | +324.6% | -225.1% | -44.9% |
| All | +99.5% | +329.5% | -230.0% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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