+1.4%
KEY vs ACGL
+19.0%
-17.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.2% |
| 7D | +1.7% | +8.0% | -6.3% | +0.7% |
| 30D | +6.8% | +17.3% | -10.5% | +5.1% |
| 3M | -5.8% | +11.2% | -17.0% | -7.1% |
| 6M | +1.4% | +18.2% | -16.7% | -1.5% |
| All | +1.4% | +19.0% | -17.5% | -1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling