+96.0%
KEYS vs AMCR
+11.5%
+84.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.6% |
| 7D | +2.3% | -3.3% | +5.5% | +2.6% |
| 30D | -2.6% | -5.4% | +2.8% | -2.0% |
| 3M | -4.6% | +20.0% | -24.6% | -8.8% |
| 6M | +8.7% | 0.0% | +8.7% | +5.1% |
| YTD | +61.0% | +11.5% | +49.5% | +55.7% |
| 1Y | +96.0% | +11.4% | +84.6% | +93.1% |
| All | +96.0% | +11.5% | +84.5% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling