+225.8%
KEY vs ALM
+3,507.4%
-3,281.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -0.5% |
| 7D | -1.3% | -6.7% | +5.4% | -1.2% |
| 30D | +5.1% | -32.9% | +38.0% | +5.3% |
| 3M | -7.1% | -39.5% | +32.4% | -6.9% |
| 6M | -4.4% | -62.0% | +57.6% | -4.0% |
| YTD | +4.0% | -7.8% | +11.8% | +3.9% |
| 1Y | +23.4% | +26.7% | -3.3% | +23.1% |
| 3Y | +113.9% | +825.4% | -711.4% | +111.5% |
| 5Y | +12.3% | +401.2% | -388.9% | +11.1% |
| 10Y | +125.5% | +2,074.0% | -1,948.6% | +121.7% |
| All | +225.8% | +3,507.4% | -3,281.6% | +217.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling