+75.8%
BA vs KEYS
+1,049.9%
-974.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.2% | +1.1% |
| 7D | -0.8% | +3.5% | -4.3% | -2.3% |
| 30D | -9.0% | -4.5% | -4.5% | -7.4% |
| 3M | -5.0% | -0.4% | -4.6% | -6.3% |
| 6M | -1.7% | +19.1% | -20.8% | -10.9% |
| YTD | -3.1% | +66.7% | -69.7% | -26.2% |
| 1Y | -4.3% | +96.5% | -100.8% | -33.1% |
| 3Y | -0.3% | +155.2% | -155.4% | -40.2% |
| 5Y | +0.1% | +88.0% | -87.9% | -32.6% |
| All | +75.8% | +1,049.9% | -974.1% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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