+9.2%
KEY vs ALB
-25.5%
+34.7%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +0.4% |
| 7D | +2.2% | -8.1% | +10.3% | +2.5% |
| 30D | -3.0% | +6.3% | -9.3% | -3.3% |
| 3M | +3.3% | -23.6% | +26.9% | +4.7% |
| 6M | +9.2% | -24.6% | +33.8% | +8.9% |
| All | +9.2% | -25.5% | +34.7% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling