+1,058.3%
KEYS vs ALLY
+168.6%
+889.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +2.3% | +3.7% | -1.4% | +1.1% |
| 30D | -2.6% | -2.3% | -0.4% | -1.9% |
| 3M | -4.6% | +3.8% | -8.5% | -5.9% |
| 6M | +8.7% | +9.7% | -1.0% | +5.2% |
| YTD | +61.0% | -1.4% | +62.4% | +60.8% |
| 1Y | +96.0% | +8.2% | +87.8% | +89.8% |
| 3Y | +144.4% | +66.5% | +77.9% | +105.0% |
| 5Y | +80.5% | +1.2% | +79.3% | +68.3% |
| 10Y | +974.9% | +191.4% | +783.5% | +586.8% |
| All | +1,058.3% | +168.6% | +889.6% | +636.9% |
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