+395.5%
BAC vs KEY
+167.9%
+227.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.6% |
| 7D | +1.2% | +2.7% | -1.6% | -0.6% |
| 30D | -0.7% | -3.2% | +2.5% | +1.2% |
| 3M | +16.9% | +1.0% | +16.0% | +16.1% |
| 6M | +29.6% | +11.9% | +17.7% | +20.6% |
| YTD | +15.3% | +8.7% | +6.6% | +9.2% |
| 1Y | +28.8% | +18.5% | +10.4% | +15.1% |
| 3Y | +136.4% | +124.0% | +12.4% | +36.4% |
| 5Y | +72.9% | +40.8% | +32.1% | +24.6% |
| All | +395.5% | +167.9% | +227.7% | +121.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling