+65.3%
KEYS vs ALLE
+14.3%
+51.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | +16.7% | +1.6% | +15.2% | +16.6% |
| 30D | -17.8% | +24.1% | -41.9% | -19.3% |
| 3M | -14.2% | +14.8% | -29.0% | -14.2% |
| 6M | -15.9% | +45.9% | -61.8% | -21.8% |
| YTD | +49.7% | +20.7% | +29.0% | +45.6% |
| 1Y | +65.3% | +14.2% | +51.1% | +69.6% |
| All | +65.3% | +14.3% | +51.0% | +69.6% |
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 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