+892.4%
BKNG vs KEY
+96.7%
+795.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -6.0% | +2.2% | -8.2% | -6.6% |
| 30D | -6.6% | -3.0% | -3.6% | -5.8% |
| 3M | +15.7% | +3.3% | +12.4% | +14.4% |
| 6M | +14.1% | +9.2% | +5.0% | +10.9% |
| YTD | -9.3% | +10.6% | -20.0% | -12.3% |
| 1Y | -12.8% | +20.4% | -33.2% | -17.9% |
| 3Y | +58.4% | +121.8% | -63.4% | +20.9% |
| 5Y | +114.1% | +41.1% | +73.0% | +80.2% |
| 10Y | +246.8% | +168.5% | +78.3% | +128.7% |
| All | +892.4% | +96.7% | +795.8% | +502.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling