+180.5%
KEY vs ALLE
+260.9%
-80.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.4% |
| 7D | +2.2% | -0.2% | +2.4% | +2.4% |
| 30D | -3.0% | -6.8% | +3.8% | +1.7% |
| 3M | +3.3% | +21.0% | -17.7% | -11.0% |
| 6M | +9.2% | +1.1% | +8.1% | +6.3% |
| YTD | +10.6% | -0.5% | +11.2% | +8.1% |
| 1Y | +20.4% | -7.3% | +27.7% | +23.1% |
| 3Y | +121.8% | +42.3% | +79.6% | +62.0% |
| 5Y | +41.1% | +13.5% | +27.7% | +19.5% |
| 10Y | +168.5% | +144.0% | +24.5% | +42.2% |
| All | +180.5% | +260.9% | -80.4% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling