+161.5%
ALB vs KEYS
+1,067.2%
-905.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.1% |
| 7D | -7.6% | +0.9% | -8.5% | -8.1% |
| 30D | -5.6% | -5.3% | -0.4% | -3.2% |
| 3M | -16.8% | +0.5% | -17.4% | -18.4% |
| 6M | -26.3% | +14.0% | -40.4% | -33.1% |
| YTD | -13.2% | +60.3% | -73.5% | -36.7% |
| 1Y | +68.8% | +91.3% | -22.5% | +10.4% |
| 3Y | -30.7% | +146.1% | -176.8% | -60.7% |
| 5Y | -46.3% | +80.8% | -127.0% | -64.5% |
| 10Y | +81.7% | +1,002.8% | -921.1% | -46.5% |
| All | +161.5% | +1,067.2% | -905.7% | -21.7% |
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 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