+13.0%
KEY vs ACI
-41.8%
+54.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +0.7% |
| 7D | -0.5% | -5.3% | +4.8% | +0.3% |
| 30D | +6.7% | +5.0% | +1.7% | +5.9% |
| 3M | -4.6% | +7.5% | -12.1% | -5.7% |
| 6M | +2.6% | -16.0% | +18.6% | +4.4% |
| YTD | +7.0% | -20.6% | +27.6% | +9.3% |
| 1Y | +23.5% | -23.5% | +47.0% | +27.0% |
| 3Y | +126.4% | -32.1% | +158.5% | +135.5% |
| 5Y | +13.0% | -42.5% | +55.5% | +18.5% |
| All | +13.0% | -41.8% | +54.9% | +18.5% |
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