+172.9%
KEY vs ALK
-34.2%
+207.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | -0.5% |
| 7D | +2.2% | -0.7% | +2.9% | +2.5% |
| 30D | -3.0% | -19.2% | +16.2% | +7.4% |
| 3M | +3.3% | -1.5% | +4.9% | +1.9% |
| 6M | +9.2% | -13.1% | +22.2% | +11.9% |
| YTD | +10.6% | -16.4% | +27.1% | +14.5% |
| 1Y | +20.4% | -33.1% | +53.5% | +38.6% |
| 3Y | +121.8% | +0.6% | +121.2% | +86.9% |
| 5Y | +41.1% | -26.4% | +67.5% | +38.5% |
| All | +172.9% | -34.2% | +207.1% | +132.4% |
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