+41.2%
KEY vs ACM
+5.0%
+36.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | +2.2% | -3.7% | +5.9% | +4.3% |
| 30D | -3.0% | -11.1% | +8.1% | +2.5% |
| 3M | +3.3% | -8.0% | +11.3% | +6.5% |
| 6M | +9.2% | -29.7% | +38.9% | +31.8% |
| YTD | +10.6% | -29.4% | +40.0% | +31.8% |
| 1Y | +20.4% | -46.4% | +66.8% | +70.9% |
| 3Y | +121.8% | -22.3% | +144.2% | +134.6% |
| All | +41.2% | +5.0% | +36.2% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling