+76.4%
KEY vs ABCL
-79.6%
+156.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +0.5% | +2.3% | -1.8% | +0.3% |
| 30D | +6.9% | -0.7% | +7.5% | +6.6% |
| 3M | -5.0% | +33.4% | -38.4% | -8.6% |
| 6M | +0.7% | +137.8% | -137.1% | -10.5% |
| YTD | +6.5% | +264.3% | -257.9% | -10.9% |
| 1Y | +22.6% | +209.2% | -186.6% | +4.5% |
| 3Y | +125.3% | +208.4% | -83.1% | +82.2% |
| 5Y | +13.9% | -11.9% | +25.8% | -1.4% |
| All | +76.4% | -79.6% | +156.0% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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