-34.4%
BAX vs KEY
+107.2%
-141.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | +6.3% | +6.7% | -0.4% | +4.8% |
| 3M | -4.6% | -4.6% | 0.0% | -3.7% |
| 6M | +50.4% | +2.6% | +47.8% | +49.6% |
| YTD | +38.0% | +7.0% | +31.1% | +36.3% |
| 1Y | +44.6% | +23.5% | +21.1% | +38.7% |
| 3Y | -15.1% | +126.4% | -141.5% | -28.3% |
| 5Y | -63.3% | +13.0% | -76.3% | -65.8% |
| 10Y | -34.4% | +99.5% | -133.9% | -45.2% |
| All | -34.4% | +107.2% | -141.6% | -45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling