+90.1%
KEYS vs AMCR
-12.3%
+102.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.6% |
| 7D | +3.5% | -6.3% | +9.8% | +6.1% |
| 30D | -4.5% | -7.8% | +3.3% | -1.7% |
| 3M | -0.4% | +7.5% | -7.9% | -4.7% |
| 6M | +19.1% | +2.7% | +16.4% | +15.7% |
| YTD | +66.7% | +6.0% | +60.6% | +57.9% |
| 1Y | +96.5% | +7.8% | +88.7% | +84.0% |
| 3Y | +155.2% | +5.8% | +149.4% | +136.0% |
| All | +90.1% | -12.3% | +102.4% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling