+953.7%
KEYS vs ACM
+149.6%
+804.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.4% |
| 7D | +9.4% | +5.6% | +3.8% | +7.0% |
| 30D | -16.8% | +20.8% | -37.6% | -23.0% |
| 3M | -15.9% | +11.4% | -27.3% | -20.2% |
| 6M | -17.6% | +0.9% | -18.5% | -19.7% |
| YTD | +46.5% | -24.8% | +71.3% | +60.8% |
| 1Y | +66.9% | -46.4% | +113.3% | +111.4% |
| 3Y | +141.4% | -9.2% | +150.6% | +143.0% |
| 5Y | +59.5% | +5.0% | +54.5% | +50.9% |
| 10Y | +761.1% | +130.6% | +630.5% | +461.1% |
| All | +953.7% | +149.6% | +804.2% | +550.7% |
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