+12.2%
KEY vs ACGL
+159.2%
-147.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.7% |
| 7D | -1.3% | +0.9% | -2.1% | -1.7% |
| 30D | +5.1% | +13.7% | -8.6% | -0.5% |
| 3M | -7.1% | +8.0% | -15.2% | -10.3% |
| 6M | -4.4% | +13.3% | -17.7% | -10.0% |
| YTD | +4.0% | +11.8% | -7.8% | -1.9% |
| 1Y | +23.4% | +22.2% | +1.2% | +11.7% |
| 3Y | +113.9% | +32.5% | +81.4% | +80.6% |
| All | +12.2% | +159.2% | -147.0% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling