+212.3%
BMNR vs KEY
+43.9%
+168.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -8.5% | -1.8% | -6.7% | -4.6% |
| 30D | +33.8% | -3.3% | +37.1% | +42.7% |
| 3M | +54.7% | -0.2% | +54.9% | +46.6% |
| 6M | +16.7% | +12.1% | +4.6% | -25.5% |
| YTD | -10.9% | +8.4% | -19.3% | -43.5% |
| 1Y | -46.9% | +17.6% | -64.6% | -75.8% |
| All | +212.3% | +43.9% | +168.4% | -92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling