+88.6%
BBY vs KEY
+127.6%
-39.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | +4.5% | +2.9% | +1.5% | +3.1% |
| 30D | +16.8% | +8.4% | +8.4% | +12.6% |
| 3M | +23.2% | -5.8% | +29.0% | +26.7% |
| 6M | +91.9% | +5.4% | +86.5% | +87.0% |
| YTD | +61.6% | +7.1% | +54.6% | +56.1% |
| 1Y | +43.9% | +26.8% | +17.1% | +28.3% |
| 3Y | +88.6% | +128.7% | -40.0% | +31.8% |
| All | +88.6% | +127.6% | -39.0% | +31.8% |
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 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