+1,020.9%
KEYS vs ACWI
+226.5%
+794.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | 0.0% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -1.3% | -0.6% | -0.7% | -0.6% |
| 3M | -0.1% | +4.3% | -4.4% | -4.6% |
| 6M | +17.4% | +12.7% | +4.7% | +2.1% |
| YTD | +62.9% | +13.9% | +49.0% | +40.4% |
| 1Y | +95.7% | +20.5% | +75.2% | +58.3% |
| 3Y | +150.2% | +76.5% | +73.7% | +32.0% |
| 5Y | +83.1% | +67.5% | +15.6% | +3.6% |
| 10Y | +1,020.9% | +231.8% | +789.1% | +164.2% |
| All | +1,020.9% | +226.5% | +794.4% | +164.2% |
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