+159.1%
KEYS vs ABCL
-81.3%
+240.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | +2.3% | +0.7% | +1.6% | +2.2% |
| 30D | -2.6% | +93.1% | -95.7% | -11.5% |
| 3M | -4.6% | +79.4% | -84.1% | -13.2% |
| 6M | +8.7% | +214.9% | -206.1% | -9.3% |
| YTD | +61.0% | +234.2% | -173.2% | +32.3% |
| 1Y | +96.0% | +174.8% | -78.8% | +63.7% |
| 3Y | +144.4% | +104.5% | +39.9% | +101.0% |
| 5Y | +80.5% | -39.0% | +119.5% | +57.9% |
| All | +159.1% | -81.3% | +240.3% | +134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling