+212.5%
BMNR vs KEY
+43.9%
+168.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -1.6% |
| 7D | +5.0% | -0.3% | +5.3% | +6.1% |
| 30D | +33.8% | -3.3% | +37.0% | +42.6% |
| 3M | +49.4% | -0.7% | +50.2% | +43.8% |
| 6M | +17.0% | +12.5% | +4.4% | -26.2% |
| YTD | -10.8% | +8.4% | -19.2% | -43.4% |
| 1Y | -45.7% | +18.4% | -64.2% | -76.6% |
| All | +212.5% | +43.9% | +168.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling