+351.9%
KEY vs ALB
+2,194.2%
-1,842.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.6% | -6.3% | -4.1% |
| 7D | -2.5% | +5.5% | -7.9% | -4.5% |
| 30D | +4.1% | -7.5% | +11.6% | +6.8% |
| 3M | -8.4% | -16.9% | +8.6% | -2.9% |
| 6M | -2.3% | -49.2% | +46.9% | +23.4% |
| YTD | +4.6% | -29.9% | +34.4% | +12.2% |
| 1Y | +24.6% | +8.2% | +16.4% | +11.3% |
| 3Y | +112.8% | -19.4% | +132.2% | +86.1% |
| 5Y | +12.9% | -61.6% | +74.5% | +26.8% |
| 10Y | +126.7% | +34.6% | +92.1% | +30.2% |
| All | +351.9% | +2,194.2% | -1,842.3% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling