-10.6%
BITO vs KEY
+20.2%
-30.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -5.8% | -1.8% | -4.0% | -5.4% |
| 30D | +21.1% | -3.3% | +24.4% | +22.1% |
| 3M | +23.5% | -0.2% | +23.7% | +23.3% |
| 6M | +8.3% | +12.1% | -3.9% | +4.5% |
| YTD | -13.9% | +8.4% | -22.3% | -16.0% |
| 1Y | -34.5% | +17.6% | -52.2% | -37.7% |
| 3Y | +147.0% | +123.3% | +23.7% | +104.9% |
| All | -10.6% | +20.2% | -30.8% | -6.6% |
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