+94.2%
KEY vs ACM
+132.6%
-38.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.2% |
| 7D | +2.9% | +5.6% | -2.7% | -1.1% |
| 30D | +8.4% | +20.8% | -12.4% | -5.4% |
| 3M | -5.8% | +11.4% | -17.2% | -13.7% |
| 6M | +5.4% | +0.9% | +4.5% | +1.3% |
| YTD | +7.1% | -24.8% | +31.9% | +25.3% |
| 1Y | +26.8% | -46.4% | +73.2% | +91.3% |
| 3Y | +128.7% | -9.2% | +137.9% | +120.6% |
| 5Y | +13.6% | +5.0% | +8.7% | -3.8% |
| All | +94.2% | +132.6% | -38.4% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling