+1,020.9%
KEYS vs ALK
-39.2%
+1,060.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +2.9% | -3.0% | +5.9% | +3.7% |
| 30D | -1.3% | -14.6% | +13.3% | +2.7% |
| 3M | -0.1% | -10.6% | +10.4% | +2.1% |
| 6M | +17.4% | -6.7% | +24.1% | +17.4% |
| YTD | +62.9% | -19.8% | +82.7% | +69.1% |
| 1Y | +95.7% | -35.2% | +131.0% | +113.5% |
| 3Y | +150.2% | +1.4% | +148.8% | +135.7% |
| 5Y | +83.1% | -30.7% | +113.7% | +85.0% |
| 10Y | +1,020.9% | -37.4% | +1,058.3% | +932.7% |
| All | +1,020.9% | -39.2% | +1,060.2% | +932.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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