-2.3%
KEY vs ACM
-20.8%
+18.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.6% | -2.5% |
| 7D | -2.5% | +5.1% | -7.5% | -2.9% |
| 30D | +4.1% | +11.5% | -7.4% | +3.1% |
| 3M | -8.4% | -10.5% | +2.1% | -8.2% |
| 6M | -2.3% | -20.4% | +18.1% | -2.7% |
| All | -2.3% | -20.8% | +18.5% | -2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling