-30.0%
BAX vs KEY
+122.6%
-152.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -1.1% | +2.2% | -3.3% | -1.9% |
| 30D | -5.5% | -3.0% | -2.4% | -4.5% |
| 3M | +33.5% | +3.3% | +30.2% | +32.1% |
| 6M | +35.9% | +9.2% | +26.7% | +32.2% |
| YTD | +35.4% | +10.6% | +24.7% | +31.5% |
| 1Y | +9.8% | +20.4% | -10.6% | +3.9% |
| All | -30.0% | +122.6% | -152.6% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling