-10.6%
BITO vs KEYS
+93.5%
-104.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -1.9% |
| 7D | -3.4% | +3.5% | -6.9% | -5.1% |
| 30D | +21.4% | -4.5% | +25.9% | +23.5% |
| 3M | +20.5% | -0.4% | +20.9% | +18.3% |
| 6M | +7.4% | +19.1% | -11.7% | -5.3% |
| YTD | -13.9% | +66.7% | -80.5% | -39.3% |
| 1Y | -35.1% | +96.5% | -131.5% | -59.1% |
| 3Y | +156.8% | +155.2% | +1.7% | +28.5% |
| All | -10.6% | +93.5% | -104.1% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling