+975.1%
KEYS vs ALM
+2,776.7%
-1,801.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.6% | +8.0% | -1.2% |
| 7D | +0.9% | -7.1% | +8.1% | +1.3% |
| 30D | -5.3% | +24.7% | -29.9% | -6.3% |
| 3M | +0.5% | +8.3% | -7.8% | -0.2% |
| 6M | +14.0% | -22.2% | +36.2% | +14.3% |
| YTD | +60.3% | +88.1% | -27.8% | +56.0% |
| 1Y | +91.3% | +272.4% | -181.0% | +82.3% |
| 3Y | +146.1% | +2,004.1% | -1,858.0% | +121.0% |
| 5Y | +80.8% | +915.8% | -835.0% | +63.9% |
| All | +975.1% | +2,776.7% | -1,801.6% | +881.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling