+49.1%
BAX vs KEY
+22.7%
+26.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +0.6% |
| 7D | +9.0% | -0.4% | +9.4% | +9.3% |
| 30D | +8.5% | +7.2% | +1.2% | +3.2% |
| 3M | -4.1% | -4.9% | +0.8% | -0.4% |
| 6M | +46.9% | +1.1% | +45.9% | +45.3% |
| YTD | +38.4% | +6.8% | +31.6% | +33.0% |
| All | +49.1% | +22.7% | +26.4% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling