+65.3%
KEYS vs ABCL
+189.1%
-123.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.1% |
| 7D | +16.7% | +4.4% | +12.3% | +16.0% |
| 30D | -17.8% | -7.9% | -10.0% | -17.0% |
| 3M | -14.2% | +12.2% | -26.4% | -15.6% |
| 6M | -15.9% | +134.7% | -150.6% | -27.5% |
| YTD | +49.7% | +239.8% | -190.0% | +11.6% |
| 1Y | +65.3% | +192.7% | -127.4% | +29.9% |
| All | +65.3% | +189.1% | -123.8% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling