+23.4%
KEY vs ACM
-48.7%
+72.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -1.3% | +5.4% | -6.6% | -2.1% |
| 30D | +5.1% | +15.1% | -10.0% | +2.9% |
| 3M | -7.1% | -10.5% | +3.4% | -5.8% |
| 6M | -4.4% | -19.7% | +15.3% | -0.7% |
| YTD | +4.0% | -28.8% | +32.8% | +11.6% |
| 1Y | +23.4% | -47.9% | +71.3% | +32.6% |
| All | +23.4% | -48.7% | +72.1% | +32.6% |
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