-12.8%
BKNG vs KEYS
+98.0%
-110.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.4% | -0.9% |
| 7D | -6.0% | +2.3% | -8.3% | -6.0% |
| 30D | -6.6% | -2.6% | -4.0% | -6.7% |
| 3M | +15.7% | -4.6% | +20.3% | +15.7% |
| 6M | +14.1% | +8.7% | +5.4% | +11.4% |
| YTD | -9.3% | +61.0% | -70.4% | -18.9% |
| 1Y | -12.8% | +96.0% | -108.8% | -24.2% |
| All | -12.8% | +98.0% | -110.7% | -24.2% |
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