+130.8%
KEYS vs ABCL
-79.6%
+210.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -4.5% | +2.3% | -6.8% | -4.7% |
| 30D | -23.9% | -0.7% | -23.2% | -23.8% |
| 3M | -13.1% | +33.4% | -46.5% | -16.7% |
| 6M | -19.1% | +137.8% | -156.9% | -29.7% |
| YTD | +43.4% | +264.3% | -220.9% | +16.2% |
| 1Y | +58.8% | +209.2% | -150.4% | +31.3% |
| 3Y | +134.6% | +208.4% | -73.8% | +84.0% |
| 5Y | +58.7% | -11.9% | +70.6% | +35.7% |
| All | +130.8% | -79.6% | +210.3% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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