-29.9%
BITO vs KEYS
+98.0%
-127.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.7% |
| 7D | +2.9% | +2.3% | +0.6% | +2.5% |
| 30D | +22.6% | -2.6% | +25.2% | +22.9% |
| 3M | +24.7% | -4.6% | +29.3% | +24.8% |
| 6M | +7.5% | +8.7% | -1.3% | +3.9% |
| YTD | -10.8% | +61.0% | -71.8% | -24.4% |
| 1Y | -29.9% | +96.0% | -125.9% | -44.4% |
| All | -29.9% | +98.0% | -127.9% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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