+241.8%
KEYS vs ACI
+21.8%
+220.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.0% |
| 7D | +4.4% | -2.6% | +7.0% | +4.6% |
| 30D | -2.2% | +1.1% | -3.3% | -2.3% |
| 3M | +0.5% | -23.6% | +24.2% | +1.9% |
| 6M | +22.4% | -29.9% | +52.3% | +24.6% |
| YTD | +64.1% | -26.9% | +91.0% | +66.4% |
| 1Y | +97.0% | -34.2% | +131.2% | +101.2% |
| 3Y | +152.0% | -43.6% | +195.6% | +159.7% |
| 5Y | +83.7% | -42.4% | +126.1% | +86.6% |
| All | +241.8% | +21.8% | +220.0% | +232.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling