+397.7%
BAC vs KEY
+167.1%
+230.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +0.6% | -0.3% | +0.9% | +0.8% |
| 30D | -1.4% | -3.3% | +1.9% | +0.6% |
| 3M | +15.7% | -0.7% | +16.5% | +16.1% |
| 6M | +32.2% | +12.5% | +19.7% | +22.6% |
| YTD | +15.8% | +8.4% | +7.4% | +9.9% |
| 1Y | +27.3% | +18.4% | +8.8% | +13.7% |
| 3Y | +137.5% | +123.3% | +14.1% | +37.2% |
| 5Y | +73.1% | +38.8% | +34.2% | +25.9% |
| 10Y | +397.7% | +169.3% | +228.4% | +122.5% |
| All | +397.7% | +167.1% | +230.6% | +122.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling