+1,058.3%
KEYS vs ALM
+1,205.8%
-147.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.5% |
| 7D | +2.3% | -2.6% | +4.9% | +2.4% |
| 30D | -2.6% | +32.0% | -34.6% | -3.7% |
| 3M | -4.6% | -15.0% | +10.4% | -4.5% |
| 6M | +8.7% | -10.1% | +18.9% | +8.4% |
| YTD | +61.0% | +99.4% | -38.4% | +57.2% |
| 1Y | +96.0% | +316.4% | -220.4% | +87.8% |
| 3Y | +144.4% | +2,022.0% | -1,877.6% | +124.3% |
| 5Y | +80.5% | +941.2% | -860.7% | +66.8% |
| 10Y | +974.9% | +2,950.3% | -1,975.4% | +880.0% |
| All | +1,058.3% | +1,205.8% | -147.6% | +927.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling