+18.0%
BAC vs KEY
+11.7%
+6.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -1.2% | -1.3% | +0.1% | -0.5% |
| 30D | -7.7% | +5.1% | -12.8% | -10.1% |
| 3M | -21.2% | -7.1% | -14.0% | -18.2% |
| 6M | -6.8% | -4.4% | -2.5% | -4.8% |
| YTD | -8.7% | +4.0% | -12.7% | -10.6% |
| 1Y | -5.3% | +23.4% | -28.7% | -15.2% |
| 3Y | +87.4% | +113.9% | -26.5% | +25.6% |
| All | +18.0% | +11.7% | +6.3% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling