+209.9%
BKNG vs KEY
+171.1%
+38.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -10.7% | -1.8% | -8.9% | -10.0% |
| 30D | -18.1% | -3.3% | -14.8% | -17.1% |
| 3M | +8.5% | -0.2% | +8.7% | +8.5% |
| 6M | -0.1% | +12.1% | -12.2% | -4.5% |
| YTD | -18.2% | +8.4% | -26.6% | -21.0% |
| 1Y | -19.9% | +17.6% | -37.5% | -25.1% |
| 3Y | +41.6% | +123.3% | -81.7% | +0.5% |
| 5Y | +93.1% | +39.5% | +53.6% | +57.9% |
| All | +209.9% | +171.1% | +38.8% | +98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling