+97.2%
KEYS vs ABCL
+173.7%
-76.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +4.4% | +1.4% | +3.0% | +4.3% |
| 30D | -2.2% | +65.1% | -67.3% | -8.1% |
| 3M | +0.5% | +111.1% | -110.5% | -10.1% |
| 6M | +22.4% | +231.6% | -209.2% | -1.3% |
| YTD | +64.1% | +234.5% | -170.4% | +29.8% |
| All | +97.2% | +173.7% | -76.5% | +63.5% |
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