+94.4%
KEY vs ALC
+24.0%
+70.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.4% |
| 7D | +2.2% | -2.1% | +4.3% | +3.3% |
| 30D | -3.0% | -0.1% | -2.9% | -3.2% |
| 3M | +3.3% | +5.9% | -2.6% | -0.1% |
| 6M | +9.2% | -15.9% | +25.1% | +17.8% |
| YTD | +10.6% | -10.1% | +20.8% | +14.9% |
| 1Y | +20.4% | -10.2% | +30.6% | +24.5% |
| 3Y | +121.8% | -13.6% | +135.4% | +126.2% |
| 5Y | +41.1% | -15.1% | +56.3% | +41.3% |
| All | +94.4% | +24.0% | +70.4% | +38.2% |
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