+1,058.3%
KEYS vs ACM
+134.5%
+923.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +2.3% | -3.7% | +6.0% | +3.8% |
| 30D | -2.6% | -11.1% | +8.5% | +1.2% |
| 3M | -4.6% | -8.0% | +3.4% | -2.9% |
| 6M | +8.7% | -29.7% | +38.4% | +23.7% |
| YTD | +61.0% | -29.4% | +90.4% | +82.1% |
| 1Y | +96.0% | -46.4% | +142.4% | +148.7% |
| 3Y | +144.4% | -22.3% | +166.8% | +163.1% |
| 5Y | +80.5% | +4.5% | +76.0% | +71.7% |
| 10Y | +974.9% | +127.6% | +847.3% | +607.6% |
| All | +1,058.3% | +134.5% | +923.8% | +636.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling