+105.3%
KEY vs AME
+438.4%
-333.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | +0.5% | -4.1% | +4.6% | +3.9% |
| 30D | +6.9% | -4.1% | +11.0% | +10.0% |
| 3M | -5.0% | -5.6% | +0.6% | -1.3% |
| 6M | +0.7% | +2.8% | -2.1% | -4.0% |
| YTD | +6.5% | +16.6% | -10.1% | -10.7% |
| 1Y | +22.6% | +21.1% | +1.5% | -1.0% |
| 3Y | +125.3% | +61.1% | +64.3% | +34.6% |
| 5Y | +13.9% | +76.6% | -62.7% | -38.4% |
| 10Y | +105.3% | +431.3% | -326.0% | -53.4% |
| All | +105.3% | +438.4% | -333.1% | -53.4% |
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