+23.5%
KEY vs ALM
+14.6%
+8.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.5% |
| 7D | -0.5% | -7.2% | +6.7% | -0.1% |
| 30D | +6.7% | -26.4% | +33.1% | +8.4% |
| 3M | -4.6% | -38.6% | +34.0% | -2.6% |
| 6M | +2.6% | -61.0% | +63.6% | +6.7% |
| YTD | +7.0% | -7.4% | +14.3% | +8.7% |
| 1Y | +23.5% | +14.0% | +9.5% | +26.9% |
| All | +23.5% | +14.6% | +8.9% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling