+41.2%
KEY vs ALB
-44.4%
+85.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.3% |
| 7D | +2.2% | -8.1% | +10.3% | +4.2% |
| 30D | -3.0% | +6.3% | -9.3% | -4.8% |
| 3M | +3.3% | -23.6% | +26.9% | +9.4% |
| 6M | +9.2% | -24.6% | +33.8% | +14.4% |
| YTD | +10.6% | -10.3% | +20.9% | +9.3% |
| 1Y | +20.4% | +61.5% | -41.1% | -0.9% |
| 3Y | +121.8% | -34.0% | +155.8% | +125.2% |
| All | +41.2% | -44.4% | +85.6% | +46.2% |
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