+38.8%
KEY vs AMCR
-12.9%
+51.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | +1.3% |
| 7D | -0.3% | -6.3% | +6.0% | +3.3% |
| 30D | -3.3% | -7.1% | +3.9% | +0.6% |
| 3M | -0.7% | +12.7% | -13.4% | -8.2% |
| 6M | +12.5% | +5.2% | +7.4% | +7.5% |
| YTD | +8.4% | +8.1% | +0.3% | +0.2% |
| 1Y | +18.4% | +10.0% | +8.4% | +7.5% |
| 3Y | +123.3% | +6.6% | +116.7% | +96.7% |
| 5Y | +38.8% | -11.4% | +50.2% | +39.2% |
| All | +38.8% | -12.9% | +51.7% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling