+155.0%
KEY vs AMC
-97.8%
+252.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -12.5% | +9.8% | -2.2% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | +4.1% | +4.4% | -0.3% | +3.8% |
| 3M | -8.4% | +15.4% | -23.7% | -9.1% |
| 6M | -2.3% | +93.7% | -96.0% | -6.2% |
| YTD | +4.6% | +97.4% | -92.9% | -0.1% |
| 1Y | +24.6% | +23.2% | +1.4% | +21.4% |
| 3Y | +112.8% | -71.3% | +184.0% | +115.4% |
| 5Y | +12.9% | -99.3% | +112.2% | +25.8% |
| 10Y | +126.7% | -98.7% | +225.4% | +104.2% |
| All | +155.0% | -97.8% | +252.7% | +94.4% |
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