+1,071.7%
KEYS vs AMP
+532.2%
+539.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.3% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -1.3% | -1.0% | -0.3% | -0.9% |
| 3M | -0.1% | +23.2% | -23.4% | -9.8% |
| 6M | +17.4% | +20.4% | -3.0% | +6.8% |
| YTD | +62.9% | +13.6% | +49.3% | +51.7% |
| 1Y | +95.7% | +13.4% | +82.4% | +82.2% |
| 3Y | +150.2% | +66.5% | +83.7% | +95.2% |
| 5Y | +83.1% | +120.2% | -37.1% | +24.8% |
| 10Y | +1,020.9% | +576.5% | +444.4% | +320.2% |
| All | +1,071.7% | +532.2% | +539.6% | +389.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling