+1,003.0%
BE vs KEYS
+471.9%
+531.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.0% | +2.7% | +3.2% |
| 7D | +9.0% | +3.5% | +5.6% | +6.1% |
| 30D | +16.3% | -4.5% | +20.7% | +21.4% |
| 3M | +10.8% | -0.4% | +11.2% | +15.7% |
| 6M | +73.2% | +19.1% | +54.1% | +58.5% |
| YTD | +217.4% | +66.7% | +150.7% | +117.8% |
| 1Y | +309.8% | +96.5% | +213.3% | +150.0% |
| 3Y | +1,726.2% | +155.2% | +1,571.0% | +779.6% |
| 5Y | +1,306.2% | +88.0% | +1,218.2% | +775.9% |
| All | +1,003.0% | +471.9% | +531.1% | +291.9% |
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