+15.9%
KEY vs ACM
+230.8%
-214.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | +2.2% | -3.7% | +5.9% | +4.8% |
| 30D | -3.0% | -11.1% | +8.1% | +3.2% |
| 3M | +3.3% | -8.0% | +11.3% | +6.7% |
| 6M | +9.2% | -29.7% | +38.9% | +32.9% |
| YTD | +10.6% | -29.4% | +40.0% | +33.0% |
| 1Y | +20.4% | -46.4% | +66.8% | +71.6% |
| 3Y | +121.8% | -22.3% | +144.2% | +144.5% |
| 5Y | +41.1% | +4.5% | +36.7% | +26.2% |
| 10Y | +168.5% | +127.6% | +40.9% | +43.1% |
| All | +15.9% | +230.8% | -214.9% | -56.1% |
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