+117.9%
KEY vs AME
+442.8%
-324.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -2.8% |
| 7D | -1.3% | -5.2% | +3.9% | +3.0% |
| 30D | +5.1% | -8.0% | +13.2% | +12.3% |
| 3M | -7.1% | -8.9% | +1.8% | -0.3% |
| 6M | -4.4% | -5.0% | +0.6% | -2.0% |
| YTD | +4.0% | +11.9% | -7.9% | -9.5% |
| 1Y | +23.4% | +16.6% | +6.8% | +3.1% |
| 3Y | +113.9% | +62.5% | +51.4% | +26.0% |
| 5Y | +12.3% | +67.6% | -55.3% | -36.4% |
| All | +117.9% | +442.8% | -324.9% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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