+246.6%
KEY vs ALM
+7,705.7%
-7,459.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | +2.2% | -2.6% | +4.8% | +2.2% |
| 30D | -3.0% | +32.0% | -35.0% | -3.1% |
| 3M | +3.3% | -15.0% | +18.4% | +3.4% |
| 6M | +9.2% | -10.1% | +19.3% | +9.1% |
| YTD | +10.6% | +99.4% | -88.8% | +10.2% |
| 1Y | +20.4% | +316.4% | -296.0% | +19.5% |
| 3Y | +121.8% | +2,022.0% | -1,900.1% | +118.5% |
| 5Y | +41.1% | +941.2% | -900.1% | +39.2% |
| 10Y | +168.5% | +2,950.3% | -2,781.8% | +163.3% |
| All | +246.6% | +7,705.7% | -7,459.1% | +236.9% |
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 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