+1,018.0%
KEYS vs AME
+445.1%
+572.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.3% | +0.7% | +1.7% |
| 7D | +3.5% | +1.7% | +1.7% | +2.3% |
| 30D | -4.5% | -6.4% | +2.0% | +0.3% |
| 3M | -0.4% | +7.1% | -7.5% | -4.6% |
| 6M | +19.1% | +8.2% | +11.0% | +13.5% |
| YTD | +66.7% | +18.2% | +48.5% | +50.4% |
| 1Y | +96.5% | +26.7% | +69.7% | +69.1% |
| 3Y | +155.2% | +60.7% | +94.5% | +86.7% |
| 5Y | +88.0% | +91.6% | -3.6% | +22.5% |
| All | +1,018.0% | +445.1% | +572.9% | +331.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling