+182.6%
ALNY vs KEYS
+1,113.8%
-931.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.9% |
| 7D | -6.5% | +3.5% | -10.0% | -7.7% |
| 30D | +11.0% | -4.5% | +15.5% | +12.4% |
| 3M | -14.1% | -0.4% | -13.7% | -15.8% |
| 6M | -22.4% | +19.1% | -41.5% | -29.6% |
| YTD | -37.5% | +66.7% | -104.1% | -51.2% |
| 1Y | -46.9% | +96.5% | -143.4% | -61.6% |
| 3Y | +22.1% | +155.2% | -133.1% | -24.1% |
| 5Y | +31.2% | +88.0% | -56.8% | -9.0% |
| 10Y | +256.3% | +1,046.8% | -790.4% | -8.2% |
| All | +182.6% | +1,113.8% | -931.1% | -26.0% |
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