+94.2%
KEY vs ALK
-45.9%
+140.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.3% |
| 7D | +2.9% | -1.2% | +4.1% | +3.3% |
| 30D | +8.4% | +7.7% | +0.7% | +3.7% |
| 3M | -5.8% | -19.0% | +13.2% | +3.2% |
| 6M | +5.4% | -0.2% | +5.7% | +1.3% |
| YTD | +7.1% | -23.5% | +30.6% | +14.4% |
| 1Y | +26.8% | -9.1% | +35.9% | +22.9% |
| 3Y | +128.7% | +12.0% | +116.7% | +77.2% |
| 5Y | +13.6% | -30.9% | +44.5% | +14.1% |
| All | +94.2% | -45.9% | +140.1% | +74.4% |
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