-16.6%
KEYS vs ACGL
+16.0%
-32.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.8% | +4.9% |
| 7D | +6.9% | -1.4% | +8.3% | +5.3% |
| 30D | -19.1% | +12.4% | -31.4% | -7.4% |
| 3M | -11.1% | +11.1% | -22.2% | +0.9% |
| 6M | -16.6% | +16.3% | -32.9% | +0.7% |
| All | -16.6% | +16.0% | -32.5% | +0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling