+1,071.7%
KEYS vs AMCR
+48.0%
+1,023.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.2% |
| 7D | +2.9% | -6.3% | +9.2% | +5.1% |
| 30D | -1.3% | -7.1% | +5.8% | +0.8% |
| 3M | -0.1% | +12.7% | -12.8% | -4.8% |
| 6M | +17.4% | +5.2% | +12.2% | +14.1% |
| YTD | +62.9% | +8.1% | +54.8% | +55.9% |
| 1Y | +95.7% | +11.7% | +84.0% | +84.8% |
| 3Y | +150.2% | +9.9% | +140.3% | +135.7% |
| 5Y | +83.1% | -8.7% | +91.7% | +83.0% |
| 10Y | +1,020.9% | +16.8% | +1,004.1% | +891.3% |
| All | +1,071.7% | +48.0% | +1,023.7% | +943.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling