+155.2%
KEYS vs AMP
+66.7%
+88.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.6% |
| 7D | +3.5% | -0.5% | +4.0% | +3.8% |
| 30D | -4.5% | -1.3% | -3.2% | -3.9% |
| 3M | -0.4% | +24.2% | -24.6% | -12.5% |
| 6M | +19.1% | +24.6% | -5.4% | +4.0% |
| YTD | +66.7% | +14.8% | +51.8% | +51.4% |
| 1Y | +96.5% | +12.8% | +83.7% | +80.1% |
| 3Y | +155.2% | +69.0% | +86.2% | +76.9% |
| All | +155.2% | +66.7% | +88.5% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 3y: compounded portfolio wealth divided by compounded AMP 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…
3y analysis · Full analysis span regression · 6 months rolling