+303.5%
BKNG vs KEYS
+1,067.2%
-763.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.1% |
| 7D | -10.7% | +0.9% | -11.6% | -11.0% |
| 30D | -18.1% | -5.3% | -12.9% | -16.9% |
| 3M | +8.5% | +0.5% | +8.0% | +6.0% |
| 6M | -0.1% | +14.0% | -14.1% | -8.2% |
| YTD | -18.2% | +60.3% | -78.5% | -36.0% |
| 1Y | -19.9% | +91.3% | -111.2% | -42.3% |
| 3Y | +41.6% | +146.1% | -104.5% | -11.6% |
| 5Y | +93.1% | +80.8% | +12.3% | +35.2% |
| 10Y | +214.8% | +1,002.8% | -788.0% | +8.9% |
| All | +303.5% | +1,067.2% | -763.7% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling