+12.2%
KEY vs ACI
-43.3%
+55.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | 0.0% |
| 7D | -1.3% | -2.2% | +0.9% | -1.0% |
| 30D | +5.1% | +10.3% | -5.2% | +3.6% |
| 3M | -7.1% | +7.2% | -14.3% | -8.1% |
| 6M | -4.4% | -18.0% | +13.6% | -2.3% |
| YTD | +4.0% | -22.0% | +26.0% | +6.6% |
| 1Y | +23.4% | -23.4% | +46.8% | +26.8% |
| 3Y | +113.9% | -35.8% | +149.7% | +125.0% |
| All | +12.2% | -43.3% | +55.6% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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