+149.4%
KEYS vs ACM
-22.3%
+171.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | +0.4% |
| 7D | +2.9% | -3.7% | +6.6% | +4.4% |
| 30D | -1.3% | -12.7% | +11.3% | +3.5% |
| 3M | -0.1% | -9.8% | +9.7% | +2.6% |
| 6M | +17.4% | -31.4% | +48.8% | +38.6% |
| YTD | +62.9% | -32.1% | +95.0% | +91.8% |
| 1Y | +95.7% | -47.8% | +143.6% | +166.3% |
| All | +149.4% | -22.3% | +171.7% | +158.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling