+30.7%
BP vs KEY
+24.1%
+6.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.5% |
| 7D | -11.6% | -1.3% | -10.4% | -11.8% |
| 30D | 0.0% | +5.1% | -5.1% | +0.9% |
| 3M | +6.7% | -7.1% | +13.8% | +5.4% |
| 6M | +2.2% | -4.4% | +6.5% | +1.2% |
| YTD | +33.0% | +4.0% | +29.0% | +32.3% |
| 1Y | +30.7% | +23.4% | +7.3% | +24.0% |
| All | +30.7% | +24.1% | +6.6% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling