+24.6%
KEY vs ALLE
+14.6%
+10.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.1% | -2.1% |
| 7D | -2.5% | 0.0% | -2.5% | -2.4% |
| 30D | +4.1% | +20.6% | -16.5% | -0.1% |
| 3M | -8.4% | +11.4% | -19.8% | -10.6% |
| 6M | -2.3% | +42.5% | -44.8% | -10.5% |
| YTD | +4.6% | +18.9% | -14.3% | -0.9% |
| 1Y | +24.6% | +14.2% | +10.4% | +20.6% |
| All | +24.6% | +14.6% | +10.0% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling