+21.3%
BAC vs KEY
+14.6%
+6.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.1% | +0.5% | +1.5% | +1.8% |
| 30D | -6.7% | +6.9% | -13.6% | -9.9% |
| 3M | -20.2% | -5.0% | -15.2% | -18.2% |
| 6M | -0.2% | +0.7% | -0.9% | -0.7% |
| YTD | -6.4% | +6.5% | -12.8% | -9.5% |
| 1Y | -3.1% | +22.6% | -25.7% | -13.0% |
| 3Y | +96.7% | +125.3% | -28.6% | +28.5% |
| 5Y | +21.3% | +13.9% | +7.4% | +12.9% |
| All | +21.3% | +14.6% | +6.7% | +12.9% |
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