+95.7%
KEYS vs ALLY
+4.3%
+91.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.3% |
| 7D | +2.9% | -1.9% | +4.9% | +3.6% |
| 30D | -1.3% | -4.5% | +3.2% | +0.4% |
| 3M | -0.1% | -2.8% | +2.7% | +0.5% |
| 6M | +17.4% | +10.3% | +7.1% | +10.6% |
| YTD | +62.9% | -5.7% | +68.6% | +64.6% |
| 1Y | +95.7% | +3.9% | +91.8% | +85.2% |
| All | +95.7% | +4.3% | +91.5% | +85.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling