+119.4%
KEYS vs ACWI
+70.3%
+49.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.5% | +4.5% |
| 7D | -11.4% | -2.4% | -9.1% | -7.9% |
| 30D | -28.7% | -5.2% | -23.5% | -21.9% |
| 3M | -19.2% | -4.8% | -14.4% | -12.0% |
| 6M | -25.8% | -1.3% | -24.5% | -23.2% |
| YTD | +33.9% | +8.4% | +25.5% | +20.3% |
| 1Y | +47.1% | +11.0% | +36.0% | +27.6% |
| 3Y | +119.4% | +70.6% | +48.9% | -1.5% |
| All | +119.4% | +70.3% | +49.1% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling