+755.4%
KEYS vs ACWI
+224.5%
+530.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -1.8% |
| 7D | +9.4% | +2.4% | +6.9% | +6.3% |
| 30D | -16.8% | -1.7% | -15.1% | -14.6% |
| 3M | -15.9% | -3.9% | -11.9% | -11.0% |
| 6M | -17.6% | +0.8% | -18.4% | -17.4% |
| YTD | +46.5% | +11.0% | +35.5% | +31.3% |
| 1Y | +66.9% | +13.1% | +53.8% | +46.6% |
| 3Y | +141.4% | +73.9% | +67.5% | +30.9% |
| 5Y | +59.5% | +59.0% | +0.5% | -3.4% |
| All | +755.4% | +224.5% | +530.9% | +115.7% |
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