-23.1%
BA vs KEY
+12.4%
-35.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -22.6% |
| YTD | -20.6% | +4.6% | -25.1% | -22.0% |
| 1Y | -12.7% | +24.6% | -37.3% | -19.3% |
| 3Y | -11.6% | +112.8% | -124.3% | -33.2% |
| 5Y | -23.1% | +12.9% | -36.1% | -22.6% |
| All | -23.1% | +12.4% | -35.5% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling