-39.3%
BE vs KEY
-3.4%
-35.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.2% | -10.3% | -10.9% |
| 7D | -14.7% | -1.3% | -13.5% | -13.6% |
| 30D | -40.5% | +5.1% | -45.7% | -42.6% |
| 3M | -24.3% | -7.1% | -17.2% | -17.5% |
| 6M | -39.3% | -4.4% | -34.9% | -38.8% |
| All | -39.3% | -3.4% | -35.9% | -38.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling