+287.7%
KEY vs ACGL
+4,429.2%
-4,141.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.1% |
| 7D | +2.2% | -0.7% | +3.0% | +2.6% |
| 30D | -3.0% | -1.0% | -2.0% | -2.6% |
| 3M | +3.3% | +11.0% | -7.7% | -2.5% |
| 6M | +9.2% | -0.3% | +9.5% | +8.6% |
| YTD | +10.6% | +2.3% | +8.4% | +8.3% |
| 1Y | +20.4% | +6.4% | +14.0% | +15.3% |
| 3Y | +121.8% | +34.0% | +87.9% | +82.5% |
| 5Y | +41.1% | +161.6% | -120.5% | -18.4% |
| 10Y | +168.5% | +278.6% | -110.1% | +36.3% |
| All | +287.7% | +4,429.2% | -4,141.5% | +14.7% |
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 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