+65.2%
ALAB vs KEYS
+98.0%
-32.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.4% | +8.3% | +8.4% |
| 7D | +7.2% | +2.3% | +5.0% | +5.2% |
| 30D | -2.5% | -2.6% | +0.1% | -0.1% |
| 3M | -13.3% | -4.6% | -8.7% | -7.6% |
| 6M | +172.8% | +8.7% | +164.1% | +168.6% |
| YTD | +86.6% | +61.0% | +25.5% | +36.6% |
| 1Y | +65.2% | +96.0% | -30.8% | +1.9% |
| All | +65.2% | +98.0% | -32.8% | +1.9% |
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