+976.9%
KEYS vs ALLY
+135.6%
+841.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +16.7% | -2.1% | +18.9% | +17.5% |
| 30D | -17.8% | +2.0% | -19.8% | -18.5% |
| 3M | -14.2% | -13.3% | -0.9% | -10.6% |
| 6M | -15.9% | -9.9% | -6.0% | -13.7% |
| YTD | +49.7% | -13.5% | +63.3% | +55.2% |
| 1Y | +65.3% | -2.8% | +68.1% | +65.2% |
| 3Y | +144.9% | +63.4% | +81.4% | +107.0% |
| 5Y | +63.0% | -10.9% | +73.9% | +58.1% |
| 10Y | +780.0% | +174.7% | +605.3% | +470.5% |
| All | +976.9% | +135.6% | +841.3% | +611.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling