+249.6%
ALAB vs KEY
+66.8%
+182.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.7% | +11.0% | +11.9% |
| 7D | -5.6% | -0.4% | -5.2% | -4.9% |
| 30D | -36.6% | +7.2% | -43.8% | -39.3% |
| 3M | -35.1% | -4.9% | -30.2% | -32.9% |
| 6M | +8.5% | +1.1% | +7.5% | +7.4% |
| YTD | +30.4% | +6.8% | +23.6% | +24.4% |
| 1Y | +31.0% | +23.3% | +7.8% | +13.8% |
| All | +249.6% | +66.8% | +182.8% | +167.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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