+1,376.8%
BAC vs KEY
+1,050.5%
+326.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.3% |
| 7D | +1.1% | +2.2% | -1.1% | -0.5% |
| 30D | -0.4% | -3.0% | +2.6% | +1.6% |
| 3M | +16.9% | +3.3% | +13.6% | +14.1% |
| 6M | +26.6% | +9.2% | +17.4% | +18.8% |
| YTD | +15.8% | +10.6% | +5.1% | +7.6% |
| 1Y | +27.2% | +20.4% | +6.8% | +10.7% |
| 3Y | +132.4% | +121.8% | +10.6% | +25.9% |
| 5Y | +72.6% | +41.1% | +31.4% | +15.9% |
| 10Y | +389.7% | +168.5% | +221.2% | +88.1% |
| All | +1,376.8% | +1,050.5% | +326.3% | +110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling