+1,359.3%
BP vs KEY
+981.5%
+377.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -11.6% | -1.3% | -10.4% | -11.4% |
| 30D | 0.0% | +5.1% | -5.1% | -1.2% |
| 3M | +6.7% | -7.1% | +13.8% | +8.4% |
| 6M | +2.2% | -4.4% | +6.5% | +2.7% |
| YTD | +33.0% | +4.0% | +29.0% | +30.5% |
| 1Y | +30.7% | +23.4% | +7.3% | +23.0% |
| 3Y | +44.2% | +113.9% | -69.7% | +16.0% |
| 5Y | +105.1% | +12.3% | +92.8% | +85.9% |
| 10Y | +133.5% | +125.5% | +8.0% | +75.8% |
| All | +1,359.3% | +981.5% | +377.8% | +698.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling