+12.2%
KEY vs ACM
-2.7%
+15.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -1.3% | +5.4% | -6.6% | -4.1% |
| 30D | +5.1% | +15.1% | -10.0% | -2.6% |
| 3M | -7.1% | -10.5% | +3.4% | -2.3% |
| 6M | -4.4% | -19.7% | +15.3% | +6.3% |
| YTD | +4.0% | -28.8% | +32.8% | +23.4% |
| 1Y | +23.4% | -47.9% | +71.3% | +80.5% |
| 3Y | +113.9% | -12.4% | +126.3% | +104.5% |
| All | +12.2% | -2.7% | +15.0% | -1.6% |
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 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