-2.3%
KEY vs ACI
-16.3%
+14.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.9% | -2.4% |
| 7D | -2.5% | +3.5% | -6.0% | -2.7% |
| 30D | +4.1% | +16.8% | -12.7% | +3.0% |
| 3M | -8.4% | +13.1% | -21.5% | -9.0% |
| 6M | -2.3% | -15.6% | +13.4% | -3.3% |
| All | -2.3% | -16.3% | +14.0% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling