+266.4%
KEY vs ACGL
+5,005.0%
-4,738.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -2.5% | +6.4% | -8.8% | -5.5% |
| 30D | +4.1% | +16.6% | -12.5% | -3.7% |
| 3M | -8.4% | +11.6% | -19.9% | -13.5% |
| 6M | -2.3% | +17.5% | -19.7% | -10.6% |
| YTD | +4.6% | +15.3% | -10.7% | -3.8% |
| 1Y | +24.6% | +26.3% | -1.7% | +9.4% |
| 3Y | +112.8% | +35.9% | +76.9% | +74.7% |
| 5Y | +12.9% | +168.2% | -155.3% | -35.5% |
| 10Y | +126.7% | +352.0% | -225.3% | +5.8% |
| All | +266.4% | +5,005.0% | -4,738.6% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling