-13.6%
BITO vs KEY
+12.7%
-26.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.2% |
| 7D | -6.3% | +1.8% | -8.1% | -6.8% |
| 30D | -14.6% | +7.1% | -21.7% | -16.2% |
| 3M | +11.4% | -5.9% | +17.4% | +13.1% |
| 6M | -13.3% | +2.2% | -15.5% | -14.1% |
| YTD | -20.9% | +6.4% | -27.4% | -22.6% |
| 1Y | -32.1% | +24.8% | -56.9% | -36.4% |
| 3Y | +58.2% | +125.2% | -67.0% | +31.6% |
| 5Y | -13.6% | +13.0% | -26.6% | -11.0% |
| All | -13.6% | +12.7% | -26.3% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling