+207.4%
ALAB vs KEY
+62.4%
+145.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.6% |
| 7D | -26.3% | -1.3% | -25.0% | -25.5% |
| 30D | -50.1% | +5.1% | -55.3% | -51.7% |
| 3M | -42.5% | -7.1% | -35.4% | -39.7% |
| 6M | -10.8% | -4.4% | -6.5% | -8.5% |
| YTD | +14.6% | +4.0% | +10.6% | +11.1% |
| 1Y | +17.1% | +23.4% | -6.3% | +1.5% |
| All | +207.4% | +62.4% | +145.0% | +139.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling