+146.7%
KEYS vs ACM
-9.6%
+156.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +16.7% | +5.1% | +11.7% | +14.8% |
| 30D | -17.8% | +18.7% | -36.5% | -22.7% |
| 3M | -14.2% | +15.5% | -29.6% | -19.2% |
| 6M | -15.9% | +1.2% | -17.1% | -17.6% |
| YTD | +49.7% | -25.2% | +75.0% | +70.3% |
| 1Y | +65.3% | -46.3% | +111.6% | +128.4% |
| All | +146.7% | -9.6% | +156.3% | +143.0% |
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