+12.2%
KEY vs ACWI
+54.8%
-42.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.3% | -2.4% | +1.1% | +1.6% |
| 30D | +5.1% | -5.2% | +10.3% | +12.2% |
| 3M | -7.1% | -4.8% | -2.3% | -1.4% |
| 6M | -4.4% | -1.3% | -3.1% | -3.6% |
| YTD | +4.0% | +8.4% | -4.4% | -7.7% |
| 1Y | +23.4% | +11.0% | +12.4% | +5.9% |
| 3Y | +113.9% | +70.6% | +43.4% | +3.4% |
| All | +12.2% | +54.8% | -42.6% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling