+41.2%
KEY vs ALC
-16.0%
+57.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.1% |
| 7D | +2.2% | -2.1% | +4.3% | +3.0% |
| 30D | -3.0% | -0.1% | -2.9% | -3.1% |
| 3M | +3.3% | +5.9% | -2.6% | +0.7% |
| 6M | +9.2% | -15.9% | +25.1% | +15.9% |
| YTD | +10.6% | -10.1% | +20.8% | +14.0% |
| 1Y | +20.4% | -10.2% | +30.6% | +23.7% |
| 3Y | +121.8% | -13.6% | +135.4% | +125.9% |
| All | +41.2% | -16.0% | +57.2% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling