+378.2%
KEY vs ALB
+2,835.3%
-2,457.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +2.0% |
| 7D | +2.2% | -8.1% | +10.3% | +5.4% |
| 30D | -3.0% | +6.3% | -9.3% | -5.8% |
| 3M | +3.3% | -23.6% | +26.9% | +12.8% |
| 6M | +9.2% | -24.6% | +33.8% | +17.3% |
| YTD | +10.6% | -10.3% | +20.9% | +8.8% |
| 1Y | +20.4% | +61.5% | -41.1% | -9.0% |
| 3Y | +121.8% | -34.0% | +155.8% | +114.3% |
| 5Y | +41.1% | -44.6% | +85.7% | +36.9% |
| 10Y | +168.5% | +76.1% | +92.4% | +39.6% |
| All | +378.2% | +2,835.3% | -2,457.1% | +5.0% |
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 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