+58.7%
KEYS vs ALK
-28.6%
+87.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -4.5% | +12.9% | -17.4% | -8.2% |
| 30D | -23.9% | +5.5% | -29.4% | -25.6% |
| 3M | -13.1% | -12.1% | -1.0% | -10.0% |
| 6M | -19.1% | +1.7% | -20.8% | -21.4% |
| YTD | +43.4% | -17.4% | +60.9% | +47.8% |
| 1Y | +58.8% | -1.9% | +60.8% | +53.9% |
| 3Y | +134.6% | +21.2% | +113.3% | +94.9% |
| 5Y | +58.7% | -27.8% | +86.5% | +56.6% |
| All | +58.7% | -28.6% | +87.4% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling