+976.9%
KEYS vs ACM
+148.2%
+828.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +16.7% | +5.1% | +11.7% | +14.5% |
| 30D | -17.8% | +18.7% | -36.5% | -23.4% |
| 3M | -14.2% | +15.5% | -29.6% | -19.8% |
| 6M | -15.9% | +1.2% | -17.1% | -18.1% |
| YTD | +49.7% | -25.2% | +75.0% | +64.7% |
| 1Y | +65.3% | -46.3% | +111.6% | +109.1% |
| 3Y | +144.9% | -9.6% | +154.4% | +146.8% |
| 5Y | +63.0% | +4.4% | +58.6% | +54.6% |
| 10Y | +780.0% | +129.3% | +650.7% | +474.8% |
| All | +976.9% | +148.2% | +828.7% | +566.6% |
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