+911.5%
BE vs KEY
+55.7%
+855.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.2% |
| 7D | +20.0% | +2.2% | +17.8% | +18.4% |
| 30D | +7.9% | -3.0% | +10.9% | +10.2% |
| 3M | -13.2% | +3.3% | -16.5% | -14.9% |
| 6M | +53.5% | +9.2% | +44.3% | +46.1% |
| YTD | +191.0% | +10.6% | +180.4% | +173.8% |
| 1Y | +360.5% | +20.4% | +340.1% | +308.2% |
| 3Y | +1,568.0% | +121.8% | +1,446.2% | +883.7% |
| 5Y | +1,055.2% | +41.1% | +1,014.1% | +737.6% |
| All | +911.5% | +55.7% | +855.8% | +339.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling