+392.9%
BAC vs KEYS
+1,049.9%
-657.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -1.3% |
| 7D | 0.0% | +3.5% | -3.5% | -1.3% |
| 30D | -2.8% | -4.5% | +1.7% | -1.4% |
| 3M | +14.2% | -0.4% | +14.6% | +12.9% |
| 6M | +30.5% | +19.1% | +11.4% | +19.0% |
| YTD | +15.8% | +66.7% | -50.9% | -10.2% |
| 1Y | +26.2% | +96.5% | -70.3% | -9.7% |
| 3Y | +136.5% | +155.2% | -18.6% | +46.0% |
| 5Y | +75.9% | +88.0% | -12.0% | +20.8% |
| All | +392.9% | +1,049.9% | -657.0% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 10y: compounded portfolio wealth divided by compounded KEYS 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…
10y analysis · Full analysis span regression · 6 months rolling