+128.6%
BP vs KEY
+40.7%
+87.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | +3.9% | +2.2% | +1.7% | +3.4% |
| 30D | +7.6% | -3.0% | +10.6% | +8.3% |
| 3M | +0.7% | +3.3% | -2.6% | -0.4% |
| 6M | +15.5% | +9.2% | +6.3% | +12.5% |
| YTD | +30.8% | +10.6% | +20.2% | +26.7% |
| 1Y | +34.3% | +20.4% | +13.9% | +27.1% |
| 3Y | +35.1% | +121.8% | -86.8% | +6.5% |
| All | +128.6% | +40.7% | +87.9% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling