+392.7%
BAC vs KEYS
+1,095.1%
-702.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.2% |
| 7D | +1.2% | +4.4% | -3.3% | -0.5% |
| 30D | -0.7% | -2.2% | +1.5% | -0.2% |
| 3M | +16.9% | +0.5% | +16.4% | +15.0% |
| 6M | +29.6% | +22.4% | +7.2% | +16.9% |
| YTD | +15.3% | +64.1% | -48.8% | -9.9% |
| 1Y | +28.8% | +97.0% | -68.1% | -7.6% |
| 3Y | +136.4% | +152.0% | -15.6% | +47.8% |
| 5Y | +72.9% | +83.7% | -10.8% | +20.6% |
| 10Y | +391.8% | +997.9% | -606.1% | +53.6% |
| All | +392.7% | +1,095.1% | -702.3% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling