+755.4%
KEYS vs ALLY
+174.3%
+581.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | +9.4% | +0.4% | +9.0% | +9.3% |
| 30D | -16.8% | +5.2% | -22.0% | -18.2% |
| 3M | -15.9% | -13.3% | -2.6% | -12.4% |
| 6M | -17.6% | -6.7% | -10.9% | -16.3% |
| YTD | +46.5% | -12.8% | +59.3% | +51.4% |
| 1Y | +66.9% | +0.7% | +66.2% | +65.0% |
| 3Y | +141.4% | +65.2% | +76.2% | +104.0% |
| 5Y | +59.5% | -10.1% | +69.7% | +54.3% |
| All | +755.4% | +174.3% | +581.1% | +495.0% |
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