+168.4%
KEY vs ALLY
+104.2%
+64.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | -1.1% |
| 7D | +1.7% | +2.4% | -0.7% | -0.1% |
| 30D | +6.8% | +5.6% | +1.2% | +2.7% |
| 3M | -5.8% | -11.7% | +5.9% | +2.6% |
| 6M | +1.4% | -7.0% | +8.5% | +6.1% |
| YTD | +7.5% | -10.4% | +18.0% | +14.6% |
| 1Y | +29.6% | +2.4% | +27.2% | +25.3% |
| 3Y | +118.8% | +59.2% | +59.5% | +49.4% |
| 5Y | +16.8% | -5.0% | +21.9% | +11.0% |
| 10Y | +133.0% | +204.5% | -71.4% | +0.6% |
| All | +168.4% | +104.2% | +64.2% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling