+28.1%
BA vs KEY
+121.9%
-93.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -2.0% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | -9.5% | +7.2% | -16.7% | -12.8% |
| 3M | -26.5% | -4.9% | -21.6% | -24.6% |
| 6M | -27.4% | +1.1% | -28.4% | -28.0% |
| YTD | -20.6% | +6.8% | -27.4% | -23.9% |
| 1Y | -11.4% | +23.3% | -34.7% | -21.6% |
| 3Y | -10.8% | +126.1% | -136.9% | -46.4% |
| 5Y | -21.9% | +15.2% | -37.1% | -35.6% |
| 10Y | +28.1% | +113.6% | -85.4% | -30.2% |
| All | +28.1% | +121.9% | -93.8% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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