+113.9%
KEY vs ABCL
+156.0%
-42.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.7% | -7.3% | -1.1% |
| 7D | -1.3% | -3.2% | +1.9% | -1.1% |
| 30D | +5.1% | -7.4% | +12.5% | +5.6% |
| 3M | -7.1% | +81.9% | -89.0% | -14.1% |
| 6M | -4.4% | +135.7% | -140.1% | -15.6% |
| YTD | +4.0% | +247.4% | -243.4% | -14.0% |
| 1Y | +23.4% | +162.3% | -138.8% | +5.8% |
| 3Y | +113.9% | +165.5% | -51.6% | +67.7% |
| All | +113.9% | +156.0% | -42.1% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling