+743.1%
KEYS vs ALLY
+177.9%
+565.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.5% |
| 7D | -4.5% | -0.7% | -3.8% | -4.4% |
| 30D | -23.9% | +1.1% | -25.0% | -24.3% |
| 3M | -13.1% | -13.2% | +0.1% | -9.6% |
| 6M | -19.1% | -13.5% | -5.6% | -16.0% |
| YTD | +43.4% | -14.3% | +57.7% | +49.0% |
| 1Y | +58.8% | -1.1% | +60.0% | +57.9% |
| 3Y | +134.6% | +62.0% | +72.6% | +99.4% |
| 5Y | +58.7% | -9.6% | +68.4% | +53.4% |
| All | +743.1% | +177.9% | +565.2% | +486.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling