-33.9%
BAX vs KEY
+121.9%
-155.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +1.8% |
| 7D | +9.0% | -0.4% | +9.4% | +9.1% |
| 30D | +8.5% | +7.2% | +1.2% | +6.8% |
| 3M | -4.1% | -4.9% | +0.8% | -3.2% |
| 6M | +46.9% | +1.1% | +45.9% | +46.6% |
| YTD | +38.4% | +6.8% | +31.6% | +36.7% |
| 1Y | +47.0% | +23.3% | +23.7% | +41.1% |
| 3Y | -14.9% | +126.1% | -141.0% | -28.1% |
| 5Y | -62.5% | +15.2% | -77.7% | -65.2% |
| 10Y | -33.9% | +113.6% | -147.5% | -45.7% |
| All | -33.9% | +121.9% | -155.8% | -45.7% |
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