+96.4%
BA vs KEYS
+1,072.8%
-976.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | +1.2% | +2.3% | -1.1% | +0.2% |
| 30D | -11.6% | -2.6% | -9.0% | -10.9% |
| 3M | -2.4% | -4.6% | +2.3% | -1.8% |
| 6M | -6.6% | +8.7% | -15.4% | -11.9% |
| YTD | -2.2% | +61.0% | -63.3% | -23.5% |
| 1Y | -8.0% | +96.0% | -104.0% | -34.6% |
| 3Y | -5.0% | +144.4% | -149.4% | -40.3% |
| 5Y | -2.7% | +80.5% | -83.2% | -31.8% |
| 10Y | +75.9% | +974.9% | -899.1% | -36.3% |
| All | +96.4% | +1,072.8% | -976.4% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling