+83.7%
KEYS vs ABCL
-39.9%
+123.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +4.4% | +1.4% | +3.0% | +4.2% |
| 30D | -2.2% | +65.1% | -67.3% | -10.5% |
| 3M | +0.5% | +111.1% | -110.5% | -12.5% |
| 6M | +22.4% | +231.6% | -209.2% | -2.7% |
| YTD | +64.1% | +234.5% | -170.4% | +29.0% |
| 1Y | +97.0% | +174.3% | -77.4% | +58.1% |
| 3Y | +152.0% | +111.5% | +40.6% | +98.4% |
| 5Y | +83.7% | -37.3% | +121.0% | +61.9% |
| All | +83.7% | -39.9% | +123.6% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling