+75.0%
BND vs KEY
+8.6%
+66.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.1% | +0.5% | -0.6% | -0.1% |
| 30D | +1.3% | +6.9% | -5.6% | +1.3% |
| 3M | -0.7% | -5.0% | +4.3% | -0.7% |
| 6M | -1.6% | +0.7% | -2.3% | -1.6% |
| YTD | -1.0% | +6.5% | -7.5% | -1.0% |
| 1Y | -0.7% | +22.6% | -23.3% | -0.6% |
| 3Y | +14.1% | +125.3% | -111.3% | +14.8% |
| 5Y | -1.5% | +13.9% | -15.4% | -1.3% |
| 10Y | +17.3% | +105.3% | -88.0% | +18.3% |
| All | +75.0% | +8.6% | +66.4% | +72.6% |
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