-67.4%
BAX vs KEYS
+87.1%
-154.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -2.3% |
| 7D | -7.9% | +3.5% | -11.4% | -8.5% |
| 30D | -11.7% | -4.5% | -7.2% | -11.0% |
| 3M | +16.2% | -0.4% | +16.6% | +15.2% |
| 6M | +32.0% | +19.1% | +12.8% | +25.1% |
| YTD | +24.7% | +66.7% | -41.9% | +8.4% |
| 1Y | -2.6% | +96.5% | -99.1% | -19.3% |
| 3Y | -35.0% | +155.2% | -190.1% | -49.9% |
| All | -67.4% | +87.1% | -154.5% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 5y: compounded portfolio wealth divided by compounded KEYS 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…
5y analysis · Full analysis span regression · 6 months rolling