+784.1%
KEYS vs ACWI
+227.3%
+556.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.7% | +3.4% |
| 7D | +6.9% | -0.7% | +7.6% | +8.2% |
| 30D | -19.1% | -2.0% | -17.1% | -16.6% |
| 3M | -11.1% | -2.2% | -8.9% | -8.0% |
| 6M | -16.6% | +1.9% | -18.5% | -17.5% |
| YTD | +50.4% | +12.0% | +38.4% | +33.4% |
| 1Y | +67.5% | +12.5% | +55.0% | +48.0% |
| 3Y | +146.0% | +75.4% | +70.6% | +32.0% |
| 5Y | +64.5% | +61.5% | +3.0% | -2.2% |
| 10Y | +784.1% | +227.1% | +557.0% | +121.8% |
| All | +784.1% | +227.3% | +556.8% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling