+256.9%
BNY vs KEYS
+87.1%
+169.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -3.9% | -1.2% |
| 7D | -1.3% | +3.5% | -4.8% | -2.4% |
| 30D | -0.2% | -4.5% | +4.3% | +1.1% |
| 3M | +14.9% | -0.4% | +15.3% | +14.0% |
| 6M | +40.0% | +19.1% | +20.9% | +30.2% |
| YTD | +42.0% | +66.7% | -24.7% | +15.9% |
| 1Y | +56.9% | +96.5% | -39.6% | +19.9% |
| 3Y | +289.9% | +155.2% | +134.7% | +158.8% |
| All | +256.9% | +87.1% | +169.8% | +151.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling