+80.6%
KEYS vs ALLE
+13.7%
+66.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.9% |
| 7D | +2.3% | -0.2% | +2.5% | +2.4% |
| 30D | -2.6% | -6.8% | +4.2% | +0.9% |
| 3M | -4.6% | +21.0% | -25.7% | -14.9% |
| 6M | +8.7% | +1.1% | +7.6% | +7.1% |
| YTD | +61.0% | -0.5% | +61.6% | +58.7% |
| 1Y | +96.0% | -7.3% | +103.2% | +100.9% |
| 3Y | +144.4% | +42.3% | +102.1% | +92.1% |
| All | +80.6% | +13.7% | +66.9% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling