+96.0%
KEYS vs ACI
-32.3%
+128.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | -2.6% | +5.9% | -8.5% | -2.1% |
| 3M | -4.6% | -19.8% | +15.1% | -5.5% |
| 6M | +8.7% | -24.7% | +33.5% | +7.3% |
| YTD | +61.0% | -24.4% | +85.4% | +59.7% |
| 1Y | +96.0% | -31.5% | +127.5% | +95.8% |
| All | +96.0% | -32.3% | +128.3% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling