-29.9%
BITO vs KEY
+21.3%
-51.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.7% | -2.5% |
| 7D | +2.9% | +2.2% | +0.7% | +2.2% |
| 30D | +22.6% | -3.0% | +25.6% | +23.8% |
| 3M | +24.7% | +3.3% | +21.3% | +22.4% |
| 6M | +7.5% | +9.2% | -1.7% | +2.6% |
| YTD | -10.8% | +10.6% | -21.4% | -14.8% |
| 1Y | -29.9% | +20.4% | -50.3% | -34.7% |
| All | -29.9% | +21.3% | -51.3% | -34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling