+152.0%
KEYS vs ALLY
+69.8%
+82.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +3.2% |
| 7D | +4.4% | +1.0% | +3.4% | +3.9% |
| 30D | -2.2% | -3.3% | +1.1% | -1.0% |
| 3M | +0.5% | +0.5% | +0.1% | +0.1% |
| 6M | +22.4% | +12.6% | +9.8% | +15.5% |
| YTD | +64.1% | -4.7% | +68.8% | +65.5% |
| 1Y | +97.0% | +5.2% | +91.7% | +90.1% |
| 3Y | +152.0% | +66.5% | +85.5% | +104.4% |
| All | +152.0% | +69.8% | +82.2% | +104.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling