+217.6%
BAC vs KEY
+96.4%
+121.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.6% |
| 7D | +3.2% | +2.9% | +0.3% | +1.4% |
| 30D | -0.7% | +8.4% | -9.2% | -5.7% |
| 3M | -20.0% | -5.8% | -14.2% | -17.1% |
| 6M | +3.4% | +5.4% | -2.0% | -0.2% |
| YTD | -5.7% | +7.1% | -12.8% | -10.0% |
| 1Y | -1.4% | +26.8% | -28.2% | -15.4% |
| 3Y | +97.9% | +128.7% | -30.8% | +13.2% |
| 5Y | +22.9% | +13.6% | +9.3% | +3.0% |
| All | +217.6% | +96.4% | +121.2% | +67.2% |
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