+97.0%
KEYS vs ALLE
-8.3%
+105.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +4.4% | +2.8% | +1.6% | +3.8% |
| 30D | -2.2% | -7.6% | +5.4% | -0.4% |
| 3M | +0.5% | +22.8% | -22.2% | -6.3% |
| 6M | +22.4% | +4.6% | +17.8% | +21.6% |
| YTD | +64.1% | -1.2% | +65.3% | +63.1% |
| 1Y | +97.0% | -9.1% | +106.1% | +103.7% |
| All | +97.0% | -8.3% | +105.3% | +103.7% |
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 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