+369.5%
ALAB vs KEYS
+125.9%
+243.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.6% | -1.5% |
| 7D | -6.2% | +3.5% | -9.7% | -9.4% |
| 30D | -8.7% | -4.5% | -4.2% | -4.6% |
| 3M | -20.7% | -0.4% | -20.3% | -18.7% |
| 6M | +133.5% | +19.1% | +114.4% | +110.2% |
| YTD | +75.1% | +66.7% | +8.4% | +11.8% |
| 1Y | +25.0% | +96.5% | -71.4% | -32.2% |
| All | +369.5% | +125.9% | +243.6% | +105.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling