+335.9%
BBY vs KEYS
+1,113.8%
-777.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +1.5% |
| 7D | +0.6% | +3.5% | -2.9% | -0.8% |
| 30D | +9.4% | -4.5% | +13.9% | +11.0% |
| 3M | +19.3% | -0.4% | +19.7% | +17.6% |
| 6M | +47.9% | +19.1% | +28.8% | +33.3% |
| YTD | +39.6% | +66.7% | -27.1% | +5.4% |
| 1Y | +22.2% | +96.5% | -74.3% | -14.9% |
| 3Y | +45.0% | +155.2% | -110.2% | -11.6% |
| 5Y | +2.6% | +88.0% | -85.4% | -30.1% |
| 10Y | +250.5% | +1,046.8% | -796.3% | +17.9% |
| All | +335.9% | +1,113.8% | -777.8% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling