+149.4%
KEYS vs ACGL
+30.4%
+119.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +2.9% | -2.1% | +5.1% | +2.9% |
| 30D | -1.3% | -2.2% | +0.9% | -1.3% |
| 3M | -0.1% | +6.3% | -6.4% | -1.0% |
| 6M | +17.4% | +0.5% | +16.9% | +17.0% |
| YTD | +62.9% | +0.2% | +62.7% | +62.3% |
| 1Y | +95.7% | +7.3% | +88.5% | +93.2% |
| All | +149.4% | +30.4% | +119.0% | +152.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling