+93.0%
KEY vs ACWI
+225.4%
-132.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.3% |
| 7D | +1.8% | +2.7% | -0.9% | -2.0% |
| 30D | +7.1% | -2.6% | +9.7% | +11.0% |
| 3M | -5.9% | -3.2% | -2.8% | -1.8% |
| 6M | +2.2% | +1.9% | +0.3% | -1.6% |
| YTD | +6.4% | +11.3% | -4.9% | -10.4% |
| 1Y | +24.8% | +11.7% | +13.1% | +4.5% |
| 3Y | +125.2% | +74.4% | +50.8% | -2.5% |
| 5Y | +13.0% | +59.5% | -46.5% | -43.0% |
| All | +93.0% | +225.4% | -132.3% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling