+24.5%
ALAB vs KEYS
+55.9%
-31.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.3% | +1.9% | +1.8% |
| 7D | -24.9% | -14.8% | -10.1% | -11.6% |
| 30D | -38.4% | -25.6% | -12.8% | -17.0% |
| 3M | -38.3% | -16.2% | -22.0% | -25.3% |
| 6M | +10.9% | -18.6% | +29.6% | +38.8% |
| YTD | +34.2% | +40.7% | -6.5% | +22.4% |
| 1Y | +24.5% | +59.6% | -35.1% | +10.5% |
| All | +24.5% | +55.9% | -31.4% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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