+160.3%
BITO vs KEY
+121.2%
+39.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | +21.8% | -3.3% | +25.0% | +23.2% |
| 3M | +25.0% | -0.7% | +25.7% | +25.0% |
| 6M | +11.3% | +12.5% | -1.2% | +5.5% |
| YTD | -12.7% | +8.4% | -21.1% | -16.0% |
| 1Y | -32.3% | +18.4% | -50.8% | -37.3% |
| All | +160.3% | +121.2% | +39.1% | +119.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling