+59.6%
KEYS vs AME
+21.1%
+38.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.6% | -1.7% | -0.3% |
| 7D | -14.8% | -4.4% | -10.3% | -9.5% |
| 30D | -25.6% | -5.9% | -19.7% | -19.2% |
| 3M | -16.2% | -6.5% | -9.7% | -8.0% |
| 6M | -18.6% | +3.2% | -21.8% | -20.7% |
| YTD | +40.7% | +16.0% | +24.7% | +22.0% |
| 1Y | +59.6% | +20.4% | +39.2% | +32.7% |
| All | +59.6% | +21.1% | +38.5% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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