+406.7%
BNY vs KEYS
+1,049.9%
-643.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -3.9% | -1.3% |
| 7D | -1.3% | +3.5% | -4.8% | -2.5% |
| 30D | -0.2% | -4.5% | +4.3% | +1.2% |
| 3M | +14.9% | -0.4% | +15.3% | +13.9% |
| 6M | +40.0% | +19.1% | +20.9% | +29.5% |
| YTD | +42.0% | +66.7% | -24.7% | +14.7% |
| 1Y | +56.9% | +96.5% | -39.6% | +18.6% |
| 3Y | +289.9% | +155.2% | +134.7% | +158.5% |
| 5Y | +259.2% | +88.0% | +171.2% | +161.9% |
| All | +406.7% | +1,049.9% | -643.2% | +92.9% |
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