+1,029.1%
KEYS vs ALLE
+153.0%
+876.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.3% |
| 7D | +4.4% | +2.8% | +1.6% | +2.9% |
| 30D | -2.2% | -7.6% | +5.4% | +1.8% |
| 3M | +0.5% | +22.8% | -22.2% | -10.9% |
| 6M | +22.4% | +4.6% | +17.8% | +18.0% |
| YTD | +64.1% | -1.2% | +65.3% | +62.1% |
| 1Y | +97.0% | -9.1% | +106.1% | +103.4% |
| 3Y | +152.0% | +50.0% | +102.0% | +95.8% |
| 5Y | +83.7% | +15.2% | +68.5% | +60.7% |
| All | +1,029.1% | +153.0% | +876.1% | +538.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling