-10.6%
BA vs KEY
+107.3%
-117.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -1.6% |
| 7D | -0.1% | -2.5% | +2.4% | +0.8% |
| 30D | -9.1% | +4.1% | -13.2% | -10.4% |
| 3M | -28.2% | -8.4% | -19.8% | -26.0% |
| 6M | -23.1% | -2.3% | -20.8% | -22.5% |
| YTD | -20.6% | +4.6% | -25.1% | -21.9% |
| 1Y | -12.7% | +24.6% | -37.3% | -19.2% |
| All | -10.6% | +107.3% | -117.9% | -25.4% |
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