+113.6%
KEY vs AME
+465.0%
-351.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | -1.1% |
| 7D | -0.4% | -1.5% | +1.1% | +0.4% |
| 30D | +7.2% | -4.2% | +11.4% | +10.3% |
| 3M | -4.9% | -5.9% | +1.0% | -0.8% |
| 6M | +1.1% | +2.8% | -1.8% | -3.7% |
| YTD | +6.8% | +16.6% | -9.8% | -10.4% |
| 1Y | +23.3% | +22.1% | +1.2% | -1.2% |
| 3Y | +126.1% | +64.7% | +61.4% | +32.0% |
| 5Y | +15.2% | +76.6% | -61.4% | -37.8% |
| 10Y | +113.6% | +443.9% | -330.3% | -52.9% |
| All | +113.6% | +465.0% | -351.4% | -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