+74.0%
ALB vs KEYS
+1,049.9%
-975.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.0% | -7.4% | -5.8% |
| 7D | -6.6% | +3.5% | -10.1% | -8.7% |
| 30D | -8.1% | -4.5% | -3.6% | -6.2% |
| 3M | -25.7% | -0.4% | -25.3% | -26.9% |
| 6M | -29.5% | +19.1% | -48.6% | -38.1% |
| YTD | -16.2% | +66.7% | -82.9% | -41.5% |
| 1Y | +59.2% | +96.5% | -37.2% | -0.3% |
| 3Y | -33.7% | +155.2% | -188.9% | -64.7% |
| 5Y | -48.1% | +88.0% | -136.1% | -67.6% |
| All | +74.0% | +1,049.9% | -975.8% | -55.1% |
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