+165.0%
KEY vs ALLE
+331.3%
-166.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.1% | -0.8% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | +4.1% | +20.6% | -16.5% | -9.2% |
| 3M | -8.4% | +11.4% | -19.8% | -15.7% |
| 6M | -2.3% | +42.5% | -44.8% | -25.5% |
| YTD | +4.6% | +18.9% | -14.3% | -10.3% |
| 1Y | +24.6% | +14.2% | +10.4% | +9.8% |
| 3Y | +112.8% | +90.7% | +22.1% | +25.1% |
| 5Y | +12.9% | +52.5% | -39.6% | -22.9% |
| 10Y | +126.7% | +231.2% | -104.5% | -1.4% |
| All | +165.0% | +331.3% | -166.3% | +2.7% |
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