+128.5%
KEY vs AME
+62.6%
+65.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.1% |
| 7D | -0.5% | +1.1% | -1.6% | -1.3% |
| 30D | +6.7% | -4.1% | +10.8% | +9.0% |
| 3M | -4.6% | -6.3% | +1.7% | -1.2% |
| 6M | +2.6% | +3.5% | -1.0% | -1.3% |
| YTD | +7.0% | +17.3% | -10.3% | -6.7% |
| 1Y | +23.5% | +22.0% | +1.4% | +4.4% |
| All | +128.5% | +62.6% | +65.9% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling