-40.8%
BMNR vs KEY
+21.3%
-62.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.8% |
| 7D | +4.9% | +2.2% | +2.7% | +2.9% |
| 30D | +35.5% | -3.0% | +38.5% | +38.9% |
| 3M | +39.6% | +3.3% | +36.2% | +32.2% |
| 6M | +18.2% | +9.2% | +9.0% | +4.5% |
| YTD | -8.0% | +10.6% | -18.7% | -21.0% |
| 1Y | -40.8% | +20.4% | -61.2% | -51.5% |
| All | -40.8% | +21.3% | -62.1% | -51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling