+922.9%
KEYS vs ALLE
+366.9%
+556.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.4% | +4.8% |
| 7D | -3.3% | -0.6% | -2.7% | -3.0% |
| 30D | -24.5% | +26.6% | -51.1% | -33.7% |
| 3M | -15.3% | +13.2% | -28.4% | -21.4% |
| 6M | -19.8% | +42.9% | -62.7% | -35.0% |
| YTD | +42.2% | +21.0% | +21.2% | +25.2% |
| 1Y | +59.8% | +15.2% | +44.6% | +44.6% |
| 3Y | +137.0% | +95.6% | +41.4% | +58.7% |
| 5Y | +55.5% | +53.4% | +2.1% | +16.3% |
| 10Y | +755.4% | +221.5% | +534.0% | +314.3% |
| All | +922.9% | +366.9% | +556.0% | +334.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling