+236.2%
BBY vs KEY
+171.1%
+65.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.7% | -1.8% | +2.4% | +1.4% |
| 30D | +5.8% | -3.3% | +9.1% | +7.2% |
| 3M | +18.0% | -0.2% | +18.2% | +18.0% |
| 6M | +39.8% | +12.1% | +27.7% | +33.2% |
| YTD | +35.4% | +8.4% | +27.0% | +30.6% |
| 1Y | +21.4% | +17.6% | +3.8% | +13.2% |
| 3Y | +39.5% | +123.3% | -83.8% | -1.3% |
| 5Y | -0.5% | +39.5% | -40.0% | -19.2% |
| All | +236.2% | +171.1% | +65.1% | +113.8% |
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