+137.0%
KEYS vs ABCL
+196.9%
-59.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.2% | +1.0% | +5.4% |
| 7D | -3.3% | +12.4% | -15.7% | -4.9% |
| 30D | -24.5% | -0.4% | -24.1% | -24.5% |
| 3M | -15.3% | +80.4% | -95.6% | -23.0% |
| 6M | -19.8% | +138.5% | -158.3% | -31.6% |
| YTD | +42.2% | +265.5% | -223.3% | +11.2% |
| 1Y | +59.8% | +219.7% | -159.9% | +27.3% |
| 3Y | +137.0% | +209.4% | -72.4% | +76.3% |
| All | +137.0% | +196.9% | -59.9% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling