+875.9%
BAX vs KEY
+1,050.5%
-174.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -1.1% | +2.2% | -3.3% | -1.5% |
| 30D | -5.5% | -3.0% | -2.4% | -5.0% |
| 3M | +33.5% | +3.3% | +30.2% | +32.8% |
| 6M | +35.9% | +9.2% | +26.7% | +34.0% |
| YTD | +35.4% | +10.6% | +24.7% | +33.2% |
| 1Y | +9.8% | +20.4% | -10.6% | +6.4% |
| 3Y | -32.7% | +121.8% | -154.6% | -41.9% |
| 5Y | -65.6% | +41.1% | -106.7% | -68.8% |
| 10Y | -34.9% | +168.5% | -203.4% | -49.9% |
| All | +875.9% | +1,050.5% | -174.6% | +309.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling