+1,058.3%
KEYS vs ALLE
+283.7%
+774.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.8% |
| 6M | +8.7% | +1.1% | +7.6% | +6.8% |
| YTD | +61.0% | -0.5% | +61.6% | +58.5% |
| 1Y | +96.0% | -7.3% | +103.2% | +100.1% |
| 3Y | +144.4% | +42.3% | +102.1% | +95.2% |
| 5Y | +80.5% | +13.5% | +67.0% | +59.3% |
| 10Y | +974.9% | +144.0% | +830.9% | +507.5% |
| All | +1,058.3% | +283.7% | +774.6% | +449.9% |
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