+1,020.9%
KEYS vs ALLE
+146.0%
+875.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | +0.7% |
| 7D | +2.9% | -2.2% | +5.1% | +4.1% |
| 30D | -1.3% | -8.3% | +7.0% | +3.1% |
| 3M | -0.1% | +16.3% | -16.4% | -8.9% |
| 6M | +17.4% | +1.8% | +15.6% | +14.7% |
| YTD | +62.9% | -3.9% | +66.9% | +63.3% |
| 1Y | +95.7% | -10.0% | +105.8% | +103.1% |
| 3Y | +150.2% | +45.8% | +104.4% | +97.2% |
| 5Y | +83.1% | +13.3% | +69.8% | +61.6% |
| 10Y | +1,020.9% | +155.3% | +865.7% | +543.1% |
| All | +1,020.9% | +146.0% | +875.0% | +543.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling