+119.4%
KEYS vs ALLE
+88.9%
+30.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.4% | +4.8% |
| 7D | -11.4% | -0.6% | -10.9% | -11.3% |
| 30D | -28.7% | +25.3% | -54.0% | -35.1% |
| 3M | -19.2% | +10.3% | -29.5% | -22.4% |
| 6M | -25.8% | +38.0% | -63.8% | -36.6% |
| YTD | +33.9% | +17.8% | +16.2% | +23.4% |
| 1Y | +47.1% | +13.6% | +33.5% | +38.4% |
| 3Y | +119.4% | +89.2% | +30.2% | +51.0% |
| All | +119.4% | +88.9% | +30.5% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling