-13.3%
BKNG vs KEYS
+45.0%
-58.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.8% | +7.5% | -1.9% |
| 7D | +12.2% | -21.0% | +33.1% | +10.6% |
| 30D | +7.0% | -32.8% | +39.9% | +5.1% |
| 3M | -18.3% | -22.4% | +4.1% | -19.6% |
| 6M | +1.1% | -26.8% | +27.9% | 0.0% |
| YTD | -20.7% | +28.3% | -48.9% | -32.0% |
| 1Y | -13.3% | +40.2% | -53.6% | -27.9% |
| All | -13.3% | +45.0% | -58.4% | -27.9% |
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