+105.3%
KEY vs ALK
-39.7%
+145.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.5% | +12.9% | -12.4% | -5.6% |
| 30D | +6.9% | +5.5% | +1.3% | +3.2% |
| 3M | -5.0% | -12.1% | +7.1% | 0.0% |
| 6M | +0.7% | +1.7% | -1.0% | -4.0% |
| YTD | +6.5% | -17.4% | +23.9% | +9.7% |
| 1Y | +22.6% | -1.9% | +24.6% | +14.5% |
| 3Y | +125.3% | +21.2% | +104.1% | +68.0% |
| 5Y | +13.9% | -27.8% | +41.7% | +12.4% |
| 10Y | +105.3% | -41.0% | +146.4% | +75.9% |
| All | +105.3% | -39.7% | +145.1% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling