+12.2%
KEY vs ALLE
+49.9%
-37.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -1.3% | -0.6% | -0.7% | -0.9% |
| 30D | +5.1% | +25.3% | -20.2% | -8.4% |
| 3M | -7.1% | +10.3% | -17.4% | -12.8% |
| 6M | -4.4% | +38.0% | -42.4% | -22.8% |
| YTD | +4.0% | +17.8% | -13.8% | -8.0% |
| 1Y | +23.4% | +13.6% | +9.8% | +11.7% |
| 3Y | +113.9% | +89.2% | +24.7% | +29.9% |
| All | +12.2% | +49.9% | -37.7% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling