+169.8%
KEY vs AMC
-98.1%
+267.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.1% | +0.1% |
| 7D | +2.2% | +2.3% | -0.1% | +2.1% |
| 30D | -3.0% | -0.7% | -2.3% | -3.1% |
| 3M | +3.3% | +35.2% | -31.9% | +1.2% |
| 6M | +9.2% | +124.6% | -115.4% | +4.0% |
| YTD | +10.6% | +69.9% | -59.2% | +6.6% |
| 1Y | +20.4% | -2.6% | +23.0% | +18.7% |
| 3Y | +121.8% | -79.8% | +201.6% | +127.2% |
| 5Y | +41.1% | -99.4% | +140.5% | +58.7% |
| 10Y | +168.5% | -98.9% | +267.4% | +142.1% |
| All | +169.8% | -98.1% | +267.9% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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