-4.6%
BA vs KEY
+122.6%
-127.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | +1.2% | +2.2% | -1.0% | +0.4% |
| 30D | -11.6% | -3.0% | -8.6% | -10.8% |
| 3M | -2.4% | +3.3% | -5.7% | -3.4% |
| 6M | -6.6% | +9.2% | -15.8% | -9.2% |
| YTD | -2.2% | +10.6% | -12.9% | -5.6% |
| 1Y | -8.0% | +20.4% | -28.4% | -13.7% |
| All | -4.6% | +122.6% | -127.3% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling