+96.5%
KEYS vs ACM
-48.8%
+145.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.8% |
| 7D | +3.5% | -4.6% | +8.1% | +4.3% |
| 30D | -4.5% | +4.1% | -8.6% | -5.5% |
| 3M | -0.4% | -8.3% | +7.9% | +0.6% |
| 6M | +19.1% | -30.1% | +49.2% | +33.6% |
| YTD | +66.7% | -32.6% | +99.3% | +88.8% |
| 1Y | +96.5% | -49.6% | +146.0% | +142.2% |
| All | +96.5% | -48.8% | +145.3% | +142.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling