+922.9%
KEYS vs ALLY
+138.9%
+784.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.2% | +5.9% |
| 7D | -3.3% | -0.2% | -3.1% | -3.4% |
| 30D | -24.5% | +3.4% | -28.0% | -25.4% |
| 3M | -15.3% | -11.1% | -4.2% | -12.4% |
| 6M | -19.8% | -11.5% | -8.3% | -17.2% |
| YTD | +42.2% | -12.3% | +54.5% | +46.7% |
| 1Y | +59.8% | +1.1% | +58.7% | +57.8% |
| 3Y | +137.0% | +64.8% | +72.2% | +99.8% |
| 5Y | +55.5% | -6.9% | +62.3% | +48.9% |
| 10Y | +755.4% | +194.9% | +560.5% | +441.6% |
| All | +922.9% | +138.9% | +784.0% | +572.7% |
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