+372.9%
KEY vs AMCR
+103.0%
+270.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +1.3% |
| 7D | -0.5% | -8.5% | +8.0% | +3.7% |
| 30D | +6.7% | +6.8% | 0.0% | +3.3% |
| 3M | -4.6% | -5.0% | +0.4% | -2.6% |
| 6M | +2.6% | +13.9% | -11.3% | -4.6% |
| YTD | +7.0% | +11.2% | -4.3% | -0.9% |
| 1Y | +23.5% | +11.3% | +12.1% | +14.3% |
| 3Y | +126.4% | +15.4% | +111.0% | +102.4% |
| 5Y | +13.0% | -7.7% | +20.8% | +13.3% |
| 10Y | +99.5% | +20.2% | +79.3% | +68.0% |
| All | +372.9% | +103.0% | +270.0% | +302.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling