+113.3%
BKR vs KEYS
+1,113.8%
-1,000.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -2.1% |
| 7D | -7.0% | +3.5% | -10.5% | -8.2% |
| 30D | -8.1% | -4.5% | -3.6% | -6.7% |
| 3M | -6.6% | -0.4% | -6.2% | -7.5% |
| 6M | +0.9% | +19.1% | -18.3% | -7.2% |
| YTD | +31.1% | +66.7% | -35.6% | +4.1% |
| 1Y | +27.7% | +96.5% | -68.8% | -5.6% |
| 3Y | +71.2% | +155.2% | -83.9% | +11.7% |
| 5Y | +177.6% | +88.0% | +89.6% | +97.9% |
| 10Y | +122.7% | +1,046.8% | -924.1% | -20.3% |
| All | +113.3% | +1,113.8% | -1,000.5% | -18.0% |
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