+127.7%
BP vs KEY
+121.9%
+5.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.9% |
| 7D | -6.9% | -0.4% | -6.5% | -6.8% |
| 30D | -3.6% | +7.2% | -10.8% | -6.2% |
| 3M | +8.4% | -4.9% | +13.3% | +10.1% |
| 6M | +5.3% | +1.1% | +4.3% | +4.0% |
| YTD | +33.2% | +6.8% | +26.3% | +27.8% |
| 1Y | +28.2% | +23.3% | +4.9% | +16.2% |
| 3Y | +49.2% | +126.1% | -76.8% | +1.2% |
| 5Y | +102.9% | +15.2% | +87.7% | +72.5% |
| 10Y | +127.7% | +113.6% | +14.1% | +38.8% |
| All | +127.7% | +121.9% | +5.8% | +38.8% |
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