+400.4%
ALAB vs KEY
+72.8%
+327.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.5% | +9.6% |
| 7D | +7.2% | +2.2% | +5.0% | +5.6% |
| 30D | -2.5% | -3.0% | +0.5% | -0.5% |
| 3M | -13.3% | +3.3% | -16.6% | -15.3% |
| 6M | +172.8% | +9.2% | +163.6% | +155.8% |
| YTD | +86.6% | +10.6% | +75.9% | +74.1% |
| 1Y | +65.2% | +20.4% | +44.8% | +45.3% |
| All | +400.4% | +72.8% | +327.6% | +274.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling