+248.5%
ALAB vs KEY
+66.2%
+182.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -7.5% | +0.5% | -8.0% | -7.3% |
| 30D | -36.8% | +6.9% | -43.7% | -39.3% |
| 3M | -31.9% | -5.0% | -26.8% | -29.5% |
| 6M | +8.2% | +0.7% | +7.5% | +7.3% |
| YTD | +29.9% | +6.5% | +23.5% | +24.3% |
| 1Y | +24.4% | +22.6% | +1.8% | +8.5% |
| All | +248.5% | +66.2% | +182.3% | +167.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling