-36.8%
BAX vs KEY
+120.9%
-157.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.7% |
| 7D | +12.1% | -1.3% | +13.4% | +12.5% |
| 30D | +7.6% | +5.1% | +2.4% | +6.4% |
| 3M | -4.5% | -7.1% | +2.6% | -3.1% |
| 6M | +52.0% | -4.4% | +56.4% | +53.4% |
| YTD | +35.1% | +4.0% | +31.1% | +34.3% |
| 1Y | +43.7% | +23.4% | +20.3% | +38.0% |
| 3Y | -20.9% | +113.9% | -134.8% | -32.4% |
| 5Y | -63.5% | +12.3% | -75.9% | -65.9% |
| All | -36.8% | +120.9% | -157.8% | -44.9% |
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