+230.3%
KEYS vs ALC
+30.4%
+199.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.3% | -3.4% |
| 7D | +9.4% | -1.1% | +10.5% | +9.8% |
| 30D | -16.8% | +16.0% | -32.8% | -22.6% |
| 3M | -15.9% | +0.8% | -16.7% | -17.1% |
| 6M | -17.6% | +16.8% | -34.4% | -24.9% |
| YTD | +46.5% | -5.5% | +52.0% | +46.4% |
| 1Y | +66.9% | -5.3% | +72.1% | +66.7% |
| 3Y | +141.4% | +4.1% | +137.3% | +123.4% |
| 5Y | +59.5% | -7.1% | +66.6% | +54.2% |
| All | +230.3% | +30.4% | +199.9% | +163.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling