+1,033.0%
KEY vs AME
+18,999.6%
-17,966.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | +1.8% | +8.1% | -6.3% | -2.5% |
| 30D | +7.1% | -3.8% | +10.9% | +8.9% |
| 3M | -5.9% | -6.6% | +0.7% | -3.0% |
| 6M | +2.2% | +4.6% | -2.4% | -1.2% |
| YTD | +6.4% | +17.9% | -11.5% | -3.9% |
| 1Y | +24.8% | +23.2% | +1.5% | +9.9% |
| 3Y | +125.2% | +62.9% | +62.3% | +70.4% |
| 5Y | +13.0% | +77.5% | -64.6% | -17.9% |
| 10Y | +98.5% | +444.7% | -346.2% | -12.1% |
| All | +1,033.0% | +18,999.6% | -17,966.5% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling