+105.3%
KEY vs ACM
+133.7%
-28.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.7% |
| 7D | +0.5% | +6.6% | -6.1% | -4.0% |
| 30D | +6.9% | +19.8% | -12.9% | -6.0% |
| 3M | -5.0% | -3.1% | -1.9% | -4.7% |
| 6M | +0.7% | -11.5% | +12.2% | +5.8% |
| YTD | +6.5% | -24.7% | +31.1% | +24.2% |
| 1Y | +22.6% | -45.1% | +67.7% | +80.0% |
| 3Y | +125.3% | -8.9% | +134.2% | +117.4% |
| 5Y | +13.9% | +5.4% | +8.5% | -3.2% |
| 10Y | +105.3% | +131.1% | -25.7% | -1.5% |
| All | +105.3% | +133.7% | -28.3% | -1.5% |
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