+113.6%
KEY vs ALM
+2,221.4%
-2,107.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.1% | -5.4% | +2.4% |
| 7D | -0.4% | +0.7% | -1.1% | -0.4% |
| 30D | +7.2% | -26.1% | +33.3% | +8.4% |
| 3M | -4.9% | -38.1% | +33.2% | -3.4% |
| 6M | +1.1% | -55.4% | +56.5% | +3.5% |
| YTD | +6.8% | -0.4% | +7.2% | +5.6% |
| 1Y | +23.3% | +25.4% | -2.1% | +20.6% |
| 3Y | +126.1% | +907.8% | -781.7% | +100.7% |
| 5Y | +15.2% | +440.2% | -425.0% | +3.1% |
| 10Y | +113.6% | +2,031.1% | -1,917.6% | +90.9% |
| All | +113.6% | +2,221.4% | -2,107.8% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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