+26.8%
KEY vs ACM
-46.0%
+72.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.5% |
| 7D | +2.9% | +5.6% | -2.7% | +2.0% |
| 30D | +8.4% | +20.8% | -12.4% | +5.3% |
| 3M | -5.8% | +11.4% | -17.2% | -7.5% |
| 6M | +5.4% | +0.9% | +4.5% | +4.7% |
| YTD | +7.1% | -24.8% | +31.9% | +13.9% |
| 1Y | +26.8% | -46.4% | +73.2% | +37.1% |
| All | +26.8% | -46.0% | +72.8% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling