+153.5%
KEY vs ACI
+25.9%
+127.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | -3.0% | +5.9% | -8.9% | -3.6% |
| 3M | +3.3% | -19.8% | +23.1% | +5.1% |
| 6M | +9.2% | -24.7% | +33.9% | +11.6% |
| YTD | +10.6% | -24.4% | +35.0% | +12.8% |
| 1Y | +20.4% | -31.5% | +51.9% | +23.9% |
| 3Y | +121.8% | -38.7% | +160.5% | +130.0% |
| 5Y | +41.1% | -42.8% | +83.9% | +45.2% |
| All | +153.5% | +25.9% | +127.6% | +181.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling