+22.6%
KEY vs ALC
+0.5%
+22.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | +0.5% | +2.3% | -1.8% | 0.0% |
| 30D | +6.9% | +15.5% | -8.7% | +3.4% |
| 3M | -5.0% | +0.6% | -5.6% | -5.3% |
| 6M | +0.7% | +18.4% | -17.7% | -3.2% |
| YTD | +6.5% | -5.6% | +12.0% | +6.9% |
| 1Y | +22.6% | 0.0% | +22.6% | +22.1% |
| All | +22.6% | +0.5% | +22.1% | +22.1% |
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