+115.0%
KEY vs ALLE
+90.7%
+24.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.1% | -1.5% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | +4.1% | +20.6% | -16.5% | -4.6% |
| 3M | -8.4% | +11.4% | -19.8% | -12.9% |
| 6M | -2.3% | +42.5% | -44.8% | -18.4% |
| YTD | +4.6% | +18.9% | -14.3% | -4.7% |
| 1Y | +24.6% | +14.2% | +10.4% | +16.2% |
| All | +115.0% | +90.7% | +24.4% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling