+975.1%
KEYS vs ACGL
+277.0%
+698.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.9% | -3.6% | +4.6% | +2.1% |
| 30D | -5.3% | -2.1% | -3.2% | -4.7% |
| 3M | +0.5% | +5.4% | -4.8% | -2.1% |
| 6M | +14.0% | 0.0% | +14.0% | +12.8% |
| YTD | +60.3% | +0.3% | +60.0% | +57.9% |
| 1Y | +91.3% | +6.2% | +85.1% | +84.3% |
| 3Y | +146.1% | +30.9% | +115.2% | +113.5% |
| 5Y | +80.8% | +159.8% | -79.0% | +15.5% |
| All | +975.1% | +277.0% | +698.1% | +462.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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