+389.3%
KEY vs AMCR
+106.4%
+282.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.2% | -1.9% | +4.1% | +3.1% |
| 30D | -3.0% | -4.1% | +1.1% | -1.2% |
| 3M | +3.3% | +21.7% | -18.3% | -6.5% |
| 6M | +9.2% | +1.5% | +7.7% | +7.1% |
| YTD | +10.6% | +13.1% | -2.5% | +2.0% |
| 1Y | +20.4% | +16.5% | +3.9% | +8.9% |
| 3Y | +121.8% | +10.3% | +111.6% | +103.6% |
| 5Y | +41.1% | -7.7% | +48.8% | +41.6% |
| 10Y | +168.5% | +24.6% | +143.9% | +125.0% |
| All | +389.3% | +106.4% | +282.8% | +314.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling