+365.7%
ALAB vs KEYS
+122.4%
+243.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.9% | -8.8% | -8.8% |
| 7D | +3.2% | +4.4% | -1.2% | -1.1% |
| 30D | -13.6% | -2.2% | -11.3% | -11.8% |
| 3M | -16.6% | +0.5% | -17.1% | -14.8% |
| 6M | +142.3% | +22.4% | +119.9% | +114.0% |
| YTD | +73.6% | +64.1% | +9.5% | +12.6% |
| 1Y | +33.7% | +97.0% | -63.3% | -27.7% |
| All | +365.7% | +122.4% | +243.3% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling