+59.6%
KEYS vs ALLE
+18.6%
+41.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.8% | -8.1% | -6.4% |
| 7D | -14.8% | +6.7% | -21.5% | -15.0% |
| 30D | -25.6% | +25.4% | -51.0% | -26.8% |
| 3M | -16.2% | +16.9% | -33.2% | -16.4% |
| 6M | -18.6% | +46.6% | -65.2% | -24.0% |
| YTD | +40.7% | +22.4% | +18.3% | +37.2% |
| 1Y | +59.6% | +17.7% | +41.9% | +62.9% |
| All | +59.6% | +18.6% | +41.0% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling