+83.7%
KEYS vs ALLY
-0.2%
+84.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +3.1% |
| 7D | +4.4% | +1.0% | +3.4% | +4.0% |
| 30D | -2.2% | -3.3% | +1.1% | -1.1% |
| 3M | +0.5% | +0.5% | +0.1% | +0.2% |
| 6M | +22.4% | +12.6% | +9.8% | +16.5% |
| YTD | +64.1% | -4.7% | +68.8% | +65.5% |
| 1Y | +97.0% | +5.2% | +91.7% | +91.4% |
| 3Y | +152.0% | +66.5% | +85.5% | +107.0% |
| 5Y | +83.7% | +0.2% | +83.5% | +68.4% |
| All | +83.7% | -0.2% | +84.0% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling