+774.2%
KEYS vs ALLE
+208.6%
+565.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.2% |
| 7D | +16.7% | +1.6% | +15.2% | +15.9% |
| 30D | -17.8% | +24.1% | -41.9% | -27.0% |
| 3M | -14.2% | +14.8% | -29.0% | -20.9% |
| 6M | -15.9% | +45.9% | -61.8% | -32.4% |
| YTD | +49.7% | +20.7% | +29.0% | +32.2% |
| 1Y | +65.3% | +14.2% | +51.1% | +50.5% |
| 3Y | +144.9% | +90.7% | +54.2% | +66.6% |
| 5Y | +63.0% | +50.6% | +12.5% | +23.3% |
| All | +774.2% | +208.6% | +565.7% | +370.7% |
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