+59.7%
KEYS vs ALLY
-1.5%
+61.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.6% |
| 7D | -4.5% | -0.7% | -3.8% | -4.3% |
| 30D | -23.9% | +1.1% | -25.0% | -24.3% |
| 3M | -13.1% | -13.2% | +0.1% | -8.5% |
| 6M | -19.1% | -13.5% | -5.6% | -15.0% |
| YTD | +43.4% | -14.3% | +57.7% | +50.9% |
| All | +59.7% | -1.5% | +61.2% | +51.0% |
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 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