+69.8%
BKNG vs KEY
+13.1%
+56.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -0.7% | +2.9% | -3.6% | -1.6% |
| 30D | -0.7% | +8.4% | -9.1% | -3.2% |
| 3M | -25.0% | -5.8% | -19.3% | -23.6% |
| 6M | +3.4% | +5.4% | -2.0% | +1.6% |
| YTD | -25.0% | +7.1% | -32.0% | -26.8% |
| 1Y | -20.7% | +26.8% | -47.5% | -26.6% |
| 3Y | +30.9% | +128.7% | -97.8% | -0.9% |
| All | +69.8% | +13.1% | +56.7% | +77.9% |
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