+26.8%
KEY vs ALC
-6.0%
+32.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.2% |
| 7D | +2.9% | -1.1% | +4.0% | +3.2% |
| 30D | +8.4% | +16.0% | -7.6% | +4.6% |
| 3M | -5.8% | +0.8% | -6.6% | -6.1% |
| 6M | +5.4% | +16.8% | -11.4% | +1.3% |
| YTD | +7.1% | -5.5% | +12.5% | +7.7% |
| 1Y | +26.8% | -5.3% | +32.1% | +27.4% |
| All | +26.8% | -6.0% | +32.8% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling