+270.0%
KEYS vs ALC
+21.6%
+248.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.8% |
| 7D | +4.4% | -3.7% | +8.1% | +6.1% |
| 30D | -2.2% | -3.7% | +1.5% | -0.8% |
| 3M | +0.5% | +4.6% | -4.0% | -2.5% |
| 6M | +22.4% | -14.6% | +37.0% | +29.5% |
| YTD | +64.1% | -11.9% | +76.0% | +70.8% |
| 1Y | +97.0% | -13.1% | +110.1% | +106.2% |
| 3Y | +152.0% | -15.0% | +167.0% | +160.1% |
| 5Y | +83.7% | -16.2% | +99.9% | +87.7% |
| All | +270.0% | +21.6% | +248.4% | +206.8% |
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