+975.1%
KEYS vs ACM
+131.7%
+843.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -0.9% |
| 7D | +0.9% | -5.9% | +6.8% | +3.5% |
| 30D | -5.3% | -6.2% | +1.0% | -3.5% |
| 3M | +0.5% | -7.9% | +8.4% | +2.2% |
| 6M | +14.0% | -30.6% | +44.7% | +30.9% |
| YTD | +60.3% | -33.3% | +93.6% | +86.3% |
| 1Y | +91.3% | -49.2% | +140.5% | +150.4% |
| 3Y | +146.1% | -23.5% | +169.6% | +166.8% |
| 5Y | +80.8% | +0.9% | +79.8% | +74.1% |
| All | +975.1% | +131.7% | +843.5% | +628.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling