+1,821.9%
BA vs KEY
+1,050.5%
+771.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | +1.2% | +2.2% | -1.0% | +0.5% |
| 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% |
| 3Y | -5.0% | +121.8% | -126.8% | -28.3% |
| 5Y | -2.7% | +41.1% | -43.8% | -18.5% |
| 10Y | +75.9% | +168.5% | -92.6% | +23.2% |
| All | +1,821.9% | +1,050.5% | +771.4% | +557.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling