+152.0%
KEYS vs ALK
+1.7%
+150.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.8% |
| 7D | +4.4% | +0.1% | +4.3% | +4.4% |
| 30D | -2.2% | -18.5% | +16.2% | +3.6% |
| 3M | +0.5% | -3.6% | +4.1% | +0.6% |
| 6M | +22.4% | -3.7% | +26.1% | +20.9% |
| YTD | +64.1% | -19.0% | +83.1% | +70.5% |
| 1Y | +97.0% | -36.0% | +133.0% | +117.7% |
| 3Y | +152.0% | +2.3% | +149.7% | +121.8% |
| All | +152.0% | +1.7% | +150.3% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling