+72.4%
KEY vs ABCL
-80.5%
+152.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.7% | -7.3% | -1.2% |
| 7D | -1.3% | -3.2% | +1.9% | -1.1% |
| 30D | +5.1% | -7.4% | +12.5% | +5.5% |
| 3M | -7.1% | +81.9% | -89.0% | -13.9% |
| 6M | -4.4% | +135.7% | -140.1% | -15.0% |
| YTD | +4.0% | +247.4% | -243.4% | -12.5% |
| 1Y | +23.4% | +162.3% | -138.8% | +6.9% |
| 3Y | +113.9% | +165.5% | -51.6% | +75.5% |
| 5Y | +12.3% | -21.3% | +33.6% | -2.2% |
| All | +72.4% | -80.5% | +152.9% | +59.0% |
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