+117.9%
KEY vs ALLY
+189.4%
-71.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.7% |
| 7D | -1.3% | +0.9% | -2.2% | -2.0% |
| 30D | +5.1% | +3.1% | +2.1% | +2.7% |
| 3M | -7.1% | -12.6% | +5.5% | +2.2% |
| 6M | -4.4% | -12.4% | +8.1% | +4.6% |
| YTD | +4.0% | -13.2% | +17.2% | +13.6% |
| 1Y | +23.4% | +1.8% | +21.6% | +19.6% |
| 3Y | +113.9% | +58.0% | +55.9% | +43.7% |
| 5Y | +12.3% | -8.4% | +20.8% | +9.0% |
| All | +117.9% | +189.4% | -71.5% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling