+58.7%
BMY vs KEY
+96.2%
-37.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | +9.3% | +6.7% | +2.5% | +8.2% |
| 3M | -0.1% | -4.6% | +4.5% | +0.6% |
| 6M | +15.5% | +2.6% | +12.9% | +14.9% |
| YTD | +21.8% | +7.0% | +14.9% | +20.3% |
| 1Y | +34.9% | +23.5% | +11.4% | +30.4% |
| 3Y | +43.2% | +126.4% | -83.2% | +25.0% |
| 5Y | +30.7% | +13.0% | +17.7% | +23.8% |
| All | +58.7% | +96.2% | -37.5% | +32.3% |
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 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