+60.7%
BMY vs KEYS
+1,049.9%
-989.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.8% |
| 7D | -4.8% | +3.5% | -8.3% | -5.3% |
| 30D | -0.1% | -4.5% | +4.4% | +0.5% |
| 3M | +13.1% | -0.4% | +13.5% | +12.4% |
| 6M | +8.4% | +19.1% | -10.7% | +3.9% |
| YTD | +22.0% | +66.7% | -44.7% | +9.2% |
| 1Y | +40.3% | +96.5% | -56.2% | +21.5% |
| 3Y | +20.5% | +155.2% | -134.6% | -2.6% |
| 5Y | +23.7% | +88.0% | -64.3% | +4.2% |
| All | +60.7% | +1,049.9% | -989.2% | -11.6% |
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