+83.1%
KEYS vs ALM
+958.0%
-874.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.4% |
| 7D | +2.9% | +3.6% | -0.7% | +2.6% |
| 30D | -1.3% | +33.8% | -35.1% | -3.7% |
| 3M | -0.1% | +14.8% | -14.9% | -1.8% |
| 6M | +17.4% | -7.0% | +24.3% | +16.2% |
| YTD | +62.9% | +108.1% | -45.2% | +54.6% |
| 1Y | +95.7% | +313.8% | -218.0% | +79.3% |
| 3Y | +150.2% | +2,227.6% | -2,077.4% | +105.3% |
| 5Y | +83.1% | +956.6% | -873.5% | +55.0% |
| All | +83.1% | +958.0% | -874.9% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling