+25.3%
BIL vs KEY
+167.0%
-141.7%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | +0.1% | +2.7% | -2.7% | +0.1% |
| 30D | +0.3% | -3.2% | +3.5% | +0.3% |
| 3M | +0.9% | +1.0% | -0.1% | +0.9% |
| 6M | +1.8% | +11.9% | -10.1% | +1.8% |
| YTD | +2.5% | +8.7% | -6.2% | +2.5% |
| 1Y | +3.7% | +18.5% | -14.8% | +3.7% |
| 3Y | +14.1% | +124.0% | -109.9% | +14.1% |
| 5Y | +19.4% | +40.8% | -21.4% | +19.4% |
| 10Y | +25.3% | +167.0% | -141.7% | +25.4% |
| All | +25.3% | +167.0% | -141.7% | +25.4% |
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