+236.1%
ALNY vs KEY
+172.4%
+63.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -6.5% | -1.5% | -5.0% | -6.2% |
| 30D | +11.0% | -3.7% | +14.7% | +11.9% |
| 3M | -14.1% | -1.3% | -12.8% | -14.0% |
| 6M | -22.4% | +13.3% | -35.7% | -24.7% |
| YTD | -37.5% | +9.0% | -46.4% | -38.9% |
| 1Y | -46.9% | +18.7% | -65.6% | -49.2% |
| 3Y | +22.1% | +125.3% | -103.2% | -0.9% |
| 5Y | +31.2% | +40.2% | -9.0% | +14.0% |
| All | +236.1% | +172.4% | +63.7% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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