+80.6%
KEYS vs ALK
-25.3%
+105.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.9% |
| 7D | +2.3% | -0.7% | +2.9% | +2.5% |
| 30D | -2.6% | -19.2% | +16.6% | +4.1% |
| 3M | -4.6% | -1.5% | -3.1% | -5.1% |
| 6M | +8.7% | -13.1% | +21.8% | +11.3% |
| YTD | +61.0% | -16.4% | +77.5% | +66.2% |
| 1Y | +96.0% | -33.1% | +129.1% | +116.1% |
| 3Y | +144.4% | +0.6% | +143.8% | +122.0% |
| All | +80.6% | -25.3% | +105.9% | +73.3% |
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