+1,072.4%
BAC vs KEY
+987.2%
+85.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -1.7% |
| 7D | -2.7% | -2.5% | -0.2% | -1.0% |
| 30D | -8.0% | +4.1% | -12.1% | -10.6% |
| 3M | -20.9% | -8.4% | -12.6% | -16.2% |
| 6M | -5.4% | -2.3% | -3.1% | -4.2% |
| YTD | -8.1% | +4.6% | -12.6% | -11.3% |
| 1Y | -3.1% | +24.6% | -27.7% | -17.5% |
| 3Y | +88.1% | +112.8% | -24.6% | +5.5% |
| 5Y | +19.7% | +12.9% | +6.8% | -5.8% |
| 10Y | +275.9% | +126.7% | +149.2% | +63.2% |
| All | +1,072.4% | +987.2% | +85.2% | +73.5% |
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