+128.7%
KEY vs ALB
-14.4%
+143.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | +2.9% | -5.8% | +8.7% | +3.9% |
| 30D | +8.4% | -4.5% | +13.0% | +9.1% |
| 3M | -5.8% | -28.1% | +22.3% | -0.8% |
| 6M | +5.4% | -53.2% | +58.6% | +19.0% |
| YTD | +7.1% | -33.3% | +40.4% | +11.1% |
| 1Y | +26.8% | -17.4% | +44.2% | +25.5% |
| 3Y | +128.7% | -14.1% | +142.8% | +99.6% |
| All | +128.7% | -14.4% | +143.1% | +99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling