+13.0%
KEY vs ALB
-61.7%
+74.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -0.5% | +1.1% | -1.6% | -0.8% |
| 30D | +6.7% | -2.6% | +9.3% | +7.2% |
| 3M | -4.6% | -25.6% | +21.0% | +1.8% |
| 6M | +2.6% | -54.0% | +56.6% | +22.5% |
| YTD | +7.0% | -31.6% | +38.5% | +12.3% |
| 1Y | +23.5% | -6.6% | +30.0% | +18.1% |
| 3Y | +126.4% | -14.0% | +140.4% | +100.5% |
| 5Y | +13.0% | -62.5% | +75.6% | +27.4% |
| All | +13.0% | -61.7% | +74.8% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling