+151.2%
KEYS vs ALC
-15.3%
+166.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.5% |
| 7D | +4.4% | -3.7% | +8.1% | +5.6% |
| 30D | -2.2% | -3.7% | +1.5% | -1.3% |
| 3M | +0.5% | +4.6% | -4.0% | -1.7% |
| 6M | +22.4% | -14.6% | +37.0% | +28.8% |
| YTD | +64.1% | -11.9% | +76.0% | +70.4% |
| 1Y | +97.0% | -13.1% | +110.1% | +105.3% |
| All | +151.2% | -15.3% | +166.6% | +160.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling