+223.1%
BMNR vs KEY
+44.6%
+178.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +2.2% |
| 7D | +0.2% | -1.5% | +1.8% | +4.0% |
| 30D | +39.9% | -3.7% | +43.6% | +51.0% |
| 3M | +51.5% | -1.3% | +52.8% | +48.1% |
| 6M | +18.9% | +13.3% | +5.6% | -26.3% |
| YTD | -7.8% | +9.0% | -16.8% | -42.2% |
| 1Y | -47.6% | +18.7% | -66.3% | -77.1% |
| All | +223.1% | +44.6% | +178.4% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling