-20.9%
BITO vs KEY
+18.7%
-39.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.7% |
| 7D | -9.2% | +2.9% | -12.2% | -10.0% |
| 30D | -15.9% | +8.4% | -24.4% | -17.8% |
| 3M | +7.3% | -5.8% | +13.1% | +8.9% |
| 6M | -15.2% | +5.4% | -20.6% | -16.7% |
| YTD | -23.8% | +7.1% | -30.8% | -25.5% |
| 1Y | -32.2% | +26.8% | -59.0% | -36.7% |
| 3Y | +55.1% | +128.7% | -73.6% | +28.5% |
| 5Y | -16.7% | +13.6% | -30.3% | -12.5% |
| All | -20.9% | +18.7% | -39.6% | -17.2% |
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