+83.5%
KEY vs ACWI
+356.8%
-273.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.2% | +0.5% | +1.7% | +1.5% |
| 30D | -3.0% | +0.9% | -3.9% | -4.3% |
| 3M | +3.3% | +2.4% | +0.9% | -1.0% |
| 6M | +9.2% | +12.4% | -3.2% | -9.9% |
| YTD | +10.6% | +15.2% | -4.5% | -12.2% |
| 1Y | +20.4% | +22.7% | -2.3% | -13.6% |
| 3Y | +121.8% | +75.8% | +46.1% | -8.2% |
| 5Y | +41.1% | +67.7% | -26.6% | -36.7% |
| 10Y | +168.5% | +229.0% | -60.5% | -55.7% |
| All | +83.5% | +356.8% | -273.3% | -76.0% |
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