+83.1%
KEYS vs ALC
-17.4%
+100.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +2.9% | -5.3% | +8.2% | +5.2% |
| 30D | -1.3% | -7.1% | +5.8% | +1.5% |
| 3M | -0.1% | +0.8% | -0.9% | -1.4% |
| 6M | +17.4% | -16.0% | +33.4% | +25.3% |
| YTD | +62.9% | -12.7% | +75.7% | +70.4% |
| 1Y | +95.7% | -12.8% | +108.6% | +104.6% |
| 3Y | +150.2% | -15.8% | +166.0% | +159.0% |
| 5Y | +83.1% | -16.7% | +99.7% | +89.9% |
| All | +83.1% | -17.4% | +100.5% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling