+149.4%
KEYS vs ACI
-45.1%
+194.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.8% |
| 7D | +2.9% | -5.0% | +8.0% | +2.8% |
| 30D | -1.3% | -2.3% | +1.0% | -1.4% |
| 3M | -0.1% | -23.2% | +23.1% | 0.0% |
| 6M | +17.4% | -29.5% | +46.8% | +17.8% |
| YTD | +62.9% | -28.6% | +91.5% | +63.3% |
| 1Y | +95.7% | -34.0% | +129.8% | +97.3% |
| All | +149.4% | -45.1% | +194.5% | +150.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling