+953.7%
KEYS vs ALM
+510.9%
+442.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.7% | -9.9% | -2.5% |
| 7D | +9.4% | +1.2% | +8.2% | +9.3% |
| 30D | -16.8% | -19.3% | +2.6% | -16.0% |
| 3M | -15.9% | -40.6% | +24.8% | -14.2% |
| 6M | -17.6% | -57.9% | +40.3% | -15.2% |
| YTD | +46.5% | -6.7% | +53.2% | +47.3% |
| 1Y | +66.9% | +20.2% | +46.7% | +66.7% |
| 3Y | +141.4% | +879.4% | -738.1% | +128.6% |
| 5Y | +59.5% | +415.3% | -355.8% | +51.7% |
| 10Y | +761.1% | +2,100.8% | -1,339.7% | +710.1% |
| All | +953.7% | +510.9% | +442.8% | +862.9% |
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