+73.4%
KEY vs ACWI
+330.1%
-256.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | +3.1% |
| 7D | -2.5% | -4.0% | +1.6% | +3.7% |
| 30D | +4.1% | -5.8% | +9.9% | +13.7% |
| 3M | -8.4% | -5.0% | -3.3% | -1.2% |
| 6M | -2.3% | +0.7% | -3.0% | -4.5% |
| YTD | +4.6% | +8.4% | -3.9% | -9.3% |
| 1Y | +24.6% | +10.1% | +14.4% | +5.3% |
| 3Y | +112.8% | +70.8% | +42.0% | -8.6% |
| 5Y | +12.9% | +55.4% | -42.5% | -43.2% |
| 10Y | +126.7% | +223.3% | -96.6% | -61.8% |
| All | +73.4% | +330.1% | -256.7% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling