-32.2%
BITO vs KEY
+25.9%
-58.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.8% |
| 7D | -9.2% | +2.9% | -12.2% | -10.0% |
| 30D | -15.9% | +8.4% | -24.4% | -17.7% |
| 3M | +7.3% | -5.8% | +13.1% | +9.1% |
| 6M | -15.2% | +5.4% | -20.6% | -17.7% |
| YTD | -23.8% | +7.1% | -30.8% | -24.8% |
| 1Y | -32.2% | +26.8% | -59.0% | -32.7% |
| All | -32.2% | +25.9% | -58.1% | -32.7% |
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