+62.0%
BMY vs KEY
+167.0%
-105.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.9% |
| 7D | -3.3% | +2.7% | -6.1% | -3.7% |
| 30D | 0.0% | -3.2% | +3.2% | +0.4% |
| 3M | +17.7% | +1.0% | +16.8% | +17.5% |
| 6M | +9.6% | +11.9% | -2.2% | +7.7% |
| YTD | +24.0% | +8.7% | +15.3% | +22.2% |
| 1Y | +45.1% | +18.5% | +26.6% | +41.0% |
| 3Y | +22.5% | +124.0% | -101.5% | +6.7% |
| 5Y | +22.3% | +40.8% | -18.5% | +11.0% |
| 10Y | +62.0% | +167.0% | -105.0% | +16.0% |
| All | +62.0% | +167.0% | -105.0% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling