+126.1%
KEY vs ALB
-13.4%
+139.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -0.4% | +9.5% | -9.8% | -1.9% |
| 30D | +7.2% | -2.1% | +9.3% | +7.5% |
| 3M | -4.9% | -24.1% | +19.2% | -0.8% |
| 6M | +1.1% | -51.0% | +52.1% | +13.3% |
| YTD | +6.8% | -29.3% | +36.1% | +9.8% |
| 1Y | +23.3% | +3.2% | +20.1% | +16.6% |
| 3Y | +126.1% | -9.3% | +135.4% | +95.8% |
| All | +126.1% | -13.4% | +139.5% | +95.8% |
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