+78.3%
KEY vs ACWI
+347.2%
-268.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | -1.0% |
| 7D | +1.7% | -0.5% | +2.1% | +2.3% |
| 30D | +6.8% | -1.6% | +8.4% | +9.3% |
| 3M | -5.8% | -1.3% | -4.5% | -4.1% |
| 6M | +1.4% | +5.8% | -4.4% | -8.0% |
| YTD | +7.5% | +12.7% | -5.2% | -12.0% |
| 1Y | +29.6% | +15.0% | +14.6% | +2.7% |
| 3Y | +118.8% | +77.5% | +41.2% | -11.3% |
| 5Y | +16.8% | +61.9% | -45.0% | -44.7% |
| 10Y | +133.0% | +236.1% | -103.1% | -62.9% |
| All | +78.3% | +347.2% | -268.9% | -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