+223.1%
BMNR vs KEYS
+109.8%
+113.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.6% | +1.8% |
| 7D | +0.2% | +3.5% | -3.3% | -1.2% |
| 30D | +39.9% | -4.5% | +44.4% | +42.2% |
| 3M | +51.5% | -0.4% | +51.9% | +49.7% |
| 6M | +18.9% | +19.1% | -0.2% | +9.4% |
| YTD | -7.8% | +66.7% | -74.5% | -27.7% |
| 1Y | -47.6% | +96.5% | -144.1% | -59.9% |
| All | +223.1% | +109.8% | +113.2% | +190.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling