+93.0%
KEY vs AMCR
+18.6%
+74.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.3% |
| 7D | +1.8% | -4.5% | +6.2% | +4.6% |
| 30D | +7.1% | +4.9% | +2.3% | +3.7% |
| 3M | -5.9% | -4.6% | -1.3% | -3.7% |
| 6M | +2.2% | +15.2% | -13.0% | -7.9% |
| YTD | +6.4% | +9.7% | -3.3% | -3.4% |
| 1Y | +24.8% | +10.5% | +14.3% | +12.6% |
| 3Y | +125.2% | +13.8% | +111.4% | +92.6% |
| 5Y | +13.0% | -9.1% | +22.1% | +12.9% |
| All | +93.0% | +18.6% | +74.4% | +47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling