+9.0%
KEY vs ACM
+233.3%
-224.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -1.3% | +5.4% | -6.6% | -4.6% |
| 30D | +5.1% | +15.1% | -10.0% | -4.1% |
| 3M | -7.1% | -10.5% | +3.4% | -2.0% |
| 6M | -4.4% | -19.7% | +15.3% | +6.6% |
| YTD | +4.0% | -28.8% | +32.8% | +24.0% |
| 1Y | +23.4% | -47.9% | +71.3% | +79.1% |
| 3Y | +113.9% | -12.4% | +126.3% | +116.3% |
| 5Y | +12.3% | +0.6% | +11.8% | +3.2% |
| 10Y | +125.5% | +161.3% | -35.8% | +10.3% |
| All | +9.0% | +233.3% | -224.4% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling