+134.6%
KEYS vs ACGL
+34.9%
+99.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.9% |
| 7D | -4.5% | +1.3% | -5.7% | -4.4% |
| 30D | -23.9% | +14.2% | -38.1% | -23.2% |
| 3M | -13.1% | +11.1% | -24.2% | -12.4% |
| 6M | -19.1% | +16.4% | -35.5% | -18.8% |
| YTD | +43.4% | +13.8% | +29.7% | +44.1% |
| 1Y | +58.8% | +21.6% | +37.3% | +58.2% |
| 3Y | +134.6% | +33.5% | +101.0% | +151.1% |
| All | +134.6% | +34.9% | +99.7% | +151.1% |
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