+1,008.9%
BE vs KEY
+52.9%
+956.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.8% | +11.4% | +10.7% |
| 7D | +29.8% | +2.7% | +27.0% | +27.5% |
| 30D | +26.4% | -3.2% | +29.6% | +29.0% |
| 3M | +9.3% | +1.0% | +8.4% | +8.7% |
| 6M | +105.1% | +11.9% | +93.2% | +91.5% |
| YTD | +219.0% | +8.7% | +210.3% | +203.3% |
| 1Y | +418.8% | +18.5% | +400.3% | +364.5% |
| 3Y | +1,784.6% | +124.0% | +1,660.6% | +1,005.8% |
| 5Y | +1,251.0% | +40.8% | +1,210.2% | +878.6% |
| All | +1,008.9% | +52.9% | +956.0% | +387.1% |
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