-5.3%
BAC vs KEY
+24.1%
-29.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -1.2% | -1.3% | +0.1% | -0.3% |
| 30D | -7.7% | +5.1% | -12.8% | -10.6% |
| 3M | -21.2% | -7.1% | -14.0% | -17.4% |
| 6M | -6.8% | -4.4% | -2.5% | -4.4% |
| YTD | -8.7% | +4.0% | -12.7% | -10.0% |
| 1Y | -5.3% | +23.4% | -28.7% | -12.3% |
| All | -5.3% | +24.1% | -29.4% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling