+275.8%
KEYS vs ALC
+16.1%
+259.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.3% |
| 7D | +3.5% | -6.3% | +9.8% | +6.5% |
| 30D | -4.5% | -10.3% | +5.8% | 0.0% |
| 3M | -0.4% | -0.7% | +0.3% | -1.2% |
| 6M | +19.1% | -17.8% | +37.0% | +28.2% |
| YTD | +66.7% | -15.8% | +82.5% | +77.0% |
| 1Y | +96.5% | -16.7% | +113.2% | +109.4% |
| 3Y | +155.2% | -19.7% | +174.9% | +170.3% |
| 5Y | +88.0% | -19.8% | +107.8% | +95.7% |
| All | +275.8% | +16.1% | +259.6% | +217.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling