+12.2%
KEY vs ALB
-61.7%
+74.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -1.3% | +9.1% | -10.3% | -3.4% |
| 30D | +5.1% | -3.4% | +8.6% | +5.8% |
| 3M | -7.1% | -20.6% | +13.5% | -2.4% |
| 6M | -4.4% | -48.2% | +43.8% | +10.8% |
| YTD | +4.0% | -29.2% | +33.3% | +8.3% |
| 1Y | +23.4% | +10.0% | +13.4% | +12.8% |
| 3Y | +113.9% | -12.9% | +126.8% | +89.5% |
| All | +12.2% | -61.7% | +74.0% | +26.0% |
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