+41.2%
KEY vs ABCL
-41.3%
+82.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +2.2% | +0.7% | +1.5% | +2.1% |
| 30D | -3.0% | +93.1% | -96.1% | -11.5% |
| 3M | +3.3% | +79.4% | -76.1% | -5.7% |
| 6M | +9.2% | +214.9% | -205.7% | -8.6% |
| YTD | +10.6% | +234.2% | -223.6% | -9.1% |
| 1Y | +20.4% | +174.8% | -154.4% | +0.2% |
| 3Y | +121.8% | +104.5% | +17.4% | +81.5% |
| All | +41.2% | -41.3% | +82.5% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling