+327.4%
KEY vs AMBA
+837.3%
-509.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.4% |
| 7D | +2.2% | -11.0% | +13.2% | +4.5% |
| 30D | -3.0% | -23.2% | +20.1% | +1.9% |
| 3M | +3.3% | -12.7% | +16.0% | +3.2% |
| 6M | +9.2% | +11.2% | -2.0% | +2.2% |
| YTD | +10.6% | -11.2% | +21.9% | +7.9% |
| 1Y | +20.4% | -22.5% | +42.9% | +19.1% |
| 3Y | +121.8% | -1.3% | +123.2% | +99.2% |
| 5Y | +41.1% | -54.2% | +95.3% | +36.2% |
| 10Y | +168.5% | -6.1% | +174.6% | +106.3% |
| All | +327.4% | +837.3% | -509.8% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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