+83.7%
KEY vs ALC
+34.7%
+49.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.3% |
| 7D | -2.5% | +7.6% | -10.1% | -6.0% |
| 30D | +4.1% | +21.1% | -17.1% | -5.6% |
| 3M | -8.4% | +8.5% | -16.8% | -12.4% |
| 6M | -2.3% | +2.8% | -5.1% | -5.0% |
| YTD | +4.6% | -2.4% | +7.0% | +4.0% |
| 1Y | +24.6% | +3.5% | +21.1% | +19.8% |
| 3Y | +112.8% | +4.2% | +108.6% | +95.0% |
| 5Y | +12.9% | -9.0% | +21.9% | +9.4% |
| All | +83.7% | +34.7% | +49.1% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling