+135.7%
BP vs KEY
+107.2%
+28.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.4% |
| 7D | -0.8% | -0.5% | -0.3% | -0.6% |
| 30D | -3.1% | +6.7% | -9.9% | -5.6% |
| 3M | +6.2% | -4.6% | +10.8% | +7.6% |
| 6M | +4.8% | +2.6% | +2.2% | +2.9% |
| YTD | +35.2% | +7.0% | +28.2% | +29.7% |
| 1Y | +27.4% | +23.5% | +4.0% | +15.4% |
| 3Y | +49.8% | +126.4% | -76.6% | +1.4% |
| 5Y | +109.4% | +13.0% | +96.4% | +79.7% |
| 10Y | +135.7% | +99.5% | +36.2% | +42.2% |
| All | +135.7% | +107.2% | +28.5% | +42.2% |
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