+61.5%
ALB vs KEYS
+98.0%
-36.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.9% | -5.1% |
| 7D | -8.1% | +2.3% | -10.3% | -9.0% |
| 30D | +6.3% | -2.6% | +8.9% | +7.0% |
| 3M | -23.6% | -4.6% | -18.9% | -22.7% |
| 6M | -24.6% | +8.7% | -33.3% | -28.8% |
| YTD | -10.3% | +61.0% | -71.3% | -31.9% |
| 1Y | +61.5% | +96.0% | -34.5% | +6.6% |
| All | +61.5% | +98.0% | -36.5% | +6.6% |
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