+1,058.3%
KEYS vs AME
+428.0%
+630.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.4% |
| 7D | +2.3% | +0.6% | +1.6% | +1.8% |
| 30D | -2.6% | -6.7% | +4.1% | +2.3% |
| 3M | -4.6% | +4.1% | -8.7% | -6.7% |
| 6M | +8.7% | +1.6% | +7.2% | +8.4% |
| YTD | +61.0% | +16.1% | +44.9% | +47.4% |
| 1Y | +96.0% | +27.3% | +68.7% | +68.9% |
| 3Y | +144.4% | +50.9% | +93.5% | +87.6% |
| 5Y | +80.5% | +81.4% | -0.9% | +22.9% |
| 10Y | +974.9% | +417.0% | +558.0% | +287.7% |
| All | +1,058.3% | +428.0% | +630.2% | +308.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling