+12.9%
KEY vs ALK
-33.9%
+46.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -1.4% |
| 7D | -2.5% | +7.1% | -9.5% | -5.3% |
| 30D | +4.1% | -3.0% | +7.1% | +4.8% |
| 3M | -8.4% | -25.6% | +17.3% | +2.4% |
| 6M | -2.3% | +0.5% | -2.8% | -5.6% |
| YTD | +4.6% | -23.1% | +27.6% | +11.1% |
| 1Y | +24.6% | -7.5% | +32.1% | +20.7% |
| 3Y | +112.8% | +15.3% | +97.5% | +62.0% |
| 5Y | +12.9% | -34.8% | +47.7% | +17.7% |
| All | +12.9% | -33.9% | +46.8% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling