-2.2%
BA vs KEYS
+148.6%
-150.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -1.2% | +2.9% | -4.1% | -2.0% |
| 30D | -11.3% | -1.3% | -10.0% | -11.2% |
| 3M | -3.8% | -0.1% | -3.6% | -4.8% |
| 6M | -8.3% | +17.4% | -25.6% | -14.7% |
| YTD | -4.9% | +62.9% | -67.8% | -23.8% |
| 1Y | -10.1% | +95.7% | -105.8% | -34.1% |
| All | -2.2% | +148.6% | -150.8% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling