+142.2%
BP vs KEY
+96.4%
+45.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +3.8% | +2.9% | +0.9% | +2.7% |
| 30D | -5.3% | +8.4% | -13.7% | -8.2% |
| 3M | +9.3% | -5.8% | +15.0% | +11.3% |
| 6M | +7.2% | +5.4% | +1.8% | +4.2% |
| YTD | +38.0% | +7.1% | +31.0% | +32.4% |
| 1Y | +33.2% | +26.8% | +6.4% | +19.4% |
| 3Y | +50.3% | +128.7% | -78.4% | +1.3% |
| 5Y | +114.1% | +13.6% | +100.4% | +83.2% |
| All | +142.2% | +96.4% | +45.8% | +46.1% |
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