-35.1%
BITO vs KEY
+18.0%
-53.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -3.4% | -1.5% | -1.9% | -2.9% |
| 30D | +21.4% | -3.7% | +25.1% | +22.8% |
| 3M | +20.5% | -1.3% | +21.8% | +20.4% |
| 6M | +7.4% | +13.3% | -5.9% | +0.4% |
| YTD | -13.9% | +9.0% | -22.8% | -17.4% |
| 1Y | -35.1% | +18.7% | -53.7% | -39.7% |
| All | -35.1% | +18.0% | -53.1% | -39.7% |
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