+58.7%
BA vs KEYS
+967.0%
-908.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.8% |
| 7D | -1.1% | +9.4% | -10.5% | -4.6% |
| 30D | -7.1% | -16.8% | +9.6% | -1.3% |
| 3M | -25.5% | -15.9% | -9.7% | -21.6% |
| 6M | -28.7% | -17.6% | -11.1% | -25.4% |
| YTD | -21.0% | +46.5% | -67.5% | -36.8% |
| 1Y | -11.9% | +66.9% | -78.8% | -33.7% |
| 3Y | -16.2% | +141.4% | -157.5% | -48.0% |
| 5Y | -22.4% | +59.5% | -81.9% | -43.6% |
| 10Y | +24.5% | +761.1% | -736.5% | -52.1% |
| All | +58.7% | +967.0% | -908.3% | -39.2% |
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