+1,574.6%
BE vs KEY
+122.6%
+1,452.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.2% |
| 7D | +20.0% | +2.2% | +17.8% | +18.3% |
| 30D | +7.9% | -3.0% | +10.9% | +10.3% |
| 3M | -13.2% | +3.3% | -16.5% | -15.0% |
| 6M | +53.5% | +9.2% | +44.3% | +45.4% |
| YTD | +191.0% | +10.6% | +180.4% | +172.1% |
| 1Y | +360.5% | +20.4% | +340.1% | +304.3% |
| All | +1,574.6% | +122.6% | +1,452.0% | +721.0% |
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