-5.8%
KEY vs ALK
-22.5%
+16.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.8% | -7.2% | -0.2% |
| 7D | +1.7% | +12.4% | -10.8% | -0.8% |
| 30D | +6.8% | +2.1% | +4.7% | +5.9% |
| 3M | -5.8% | -23.9% | +18.1% | -2.6% |
| All | -5.8% | -22.5% | +16.7% | -2.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling