+82.8%
KEY vs ALC
+31.8%
+50.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.5% |
| 7D | -1.3% | +4.9% | -6.2% | -3.7% |
| 30D | +5.1% | +19.0% | -13.8% | -3.7% |
| 3M | -7.1% | +7.8% | -14.9% | -10.9% |
| 6M | -4.4% | +14.6% | -18.9% | -11.5% |
| YTD | +4.0% | -4.4% | +8.5% | +4.5% |
| 1Y | +23.4% | +1.4% | +22.0% | +19.8% |
| 3Y | +113.9% | +2.5% | +111.4% | +97.5% |
| 5Y | +12.3% | -10.9% | +23.2% | +10.0% |
| All | +82.8% | +31.8% | +50.9% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling