+25.0%
ALAB vs KEYS
+97.6%
-72.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.6% | -1.4% |
| 7D | -6.2% | +3.5% | -9.7% | -9.3% |
| 30D | -8.7% | -4.5% | -4.2% | -4.8% |
| 3M | -20.7% | -0.4% | -20.3% | -19.2% |
| 6M | +133.5% | +19.1% | +114.4% | +117.1% |
| YTD | +75.1% | +66.7% | +8.4% | +24.7% |
| 1Y | +25.0% | +96.5% | -71.4% | -17.7% |
| All | +25.0% | +97.6% | -72.6% | -17.7% |
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