+37.8%
ALAB vs KEY
+23.0%
+14.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.5% |
| 7D | +3.4% | -0.5% | +3.9% | +4.2% |
| 30D | -28.8% | +6.7% | -35.5% | -31.3% |
| 3M | -26.0% | -4.6% | -21.4% | -22.9% |
| 6M | +11.4% | +2.6% | +8.8% | +9.0% |
| YTD | +38.8% | +7.0% | +31.8% | +34.0% |
| 1Y | +37.8% | +23.5% | +14.4% | +14.5% |
| All | +37.8% | +23.0% | +14.8% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling