+25.6%
BIL vs KEY
+121.9%
-96.3%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | 0.0% |
| 7D | +0.1% | -0.4% | +0.4% | +0.1% |
| 30D | 0.0% | +7.2% | -7.2% | 0.0% |
| 3M | +0.6% | -4.9% | +5.5% | +0.6% |
| 6M | +1.5% | +1.1% | +0.5% | +1.5% |
| YTD | +2.8% | +6.8% | -4.0% | +2.8% |
| 1Y | +3.3% | +23.3% | -20.0% | +3.3% |
| 3Y | +13.4% | +126.1% | -112.7% | +13.4% |
| 5Y | +19.8% | +15.2% | +4.6% | +19.8% |
| 10Y | +25.6% | +113.6% | -88.0% | +25.6% |
| All | +25.6% | +121.9% | -96.3% | +25.6% |
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