+13.0%
KEY vs ALM
+387.9%
-375.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.2% |
| 7D | +1.8% | -4.0% | +5.8% | +1.9% |
| 30D | +7.1% | -30.5% | +37.6% | +8.9% |
| 3M | -5.9% | -46.9% | +41.0% | -3.5% |
| 6M | +2.2% | -65.5% | +67.7% | +6.4% |
| YTD | +6.4% | -13.4% | +19.8% | +5.7% |
| 1Y | +24.8% | +9.8% | +15.0% | +22.4% |
| 3Y | +125.2% | +783.1% | -657.9% | +98.0% |
| 5Y | +13.0% | +378.3% | -365.3% | -0.2% |
| All | +13.0% | +387.9% | -375.0% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling