+24.8%
KEY vs ALB
-9.0%
+33.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | +1.8% | -3.6% | +5.3% | +1.9% |
| 30D | +7.1% | -2.9% | +10.0% | +7.2% |
| 3M | -5.9% | -25.8% | +19.9% | -4.6% |
| 6M | +2.2% | -53.6% | +55.8% | +6.3% |
| YTD | +6.4% | -32.4% | +38.8% | +7.8% |
| 1Y | +24.8% | -13.0% | +37.8% | +25.7% |
| All | +24.8% | -9.0% | +33.7% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling