-29.5%
BITO vs KEYS
+45.0%
-74.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -8.8% | +3.8% | -3.6% |
| 7D | -5.9% | -21.0% | +15.0% | -2.5% |
| 30D | -11.5% | -32.8% | +21.3% | -6.2% |
| 3M | +15.6% | -22.4% | +38.1% | +19.9% |
| 6M | -8.9% | -26.8% | +17.9% | -4.9% |
| YTD | -15.9% | +28.3% | -44.1% | -23.7% |
| 1Y | -29.5% | +40.2% | -69.7% | -37.8% |
| All | -29.5% | +45.0% | -74.6% | -37.8% |
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