+44.2%
BP vs KEY
+106.2%
-62.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -11.6% | -1.3% | -10.4% | -11.5% |
| 30D | 0.0% | +5.1% | -5.1% | -0.7% |
| 3M | +6.7% | -7.1% | +13.8% | +7.8% |
| 6M | +2.2% | -4.4% | +6.5% | +2.5% |
| YTD | +33.0% | +4.0% | +29.0% | +30.9% |
| 1Y | +30.7% | +23.4% | +7.3% | +23.9% |
| 3Y | +44.2% | +113.9% | -69.7% | +27.6% |
| All | +44.2% | +106.2% | -62.0% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling