+171.8%
KEY vs AME
+421.5%
-249.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -1.1% |
| 7D | +2.2% | +0.6% | +1.6% | +1.6% |
| 30D | -3.0% | -6.7% | +3.7% | +3.2% |
| 3M | +3.3% | +4.1% | -0.7% | -1.3% |
| 6M | +9.2% | +1.6% | +7.6% | +6.1% |
| YTD | +10.6% | +16.1% | -5.5% | -5.6% |
| 1Y | +20.4% | +27.3% | -6.9% | -6.7% |
| 3Y | +121.8% | +50.9% | +71.0% | +43.0% |
| 5Y | +41.1% | +81.4% | -40.2% | -25.0% |
| All | +171.8% | +421.5% | -249.7% | -39.1% |
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