+126.1%
KEY vs ALC
+2.4%
+123.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | -0.4% | +2.1% | -2.4% | -1.0% |
| 30D | +7.2% | +17.2% | -10.0% | +2.2% |
| 3M | -4.9% | +4.6% | -9.5% | -6.4% |
| 6M | +1.1% | +20.1% | -19.0% | -4.8% |
| YTD | +6.8% | -4.2% | +11.0% | +7.3% |
| 1Y | +23.3% | +2.1% | +21.2% | +21.1% |
| 3Y | +126.1% | +4.5% | +121.6% | +114.0% |
| All | +126.1% | +2.4% | +123.7% | +114.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling