+1,335.7%
BP vs KEY
+1,050.5%
+285.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.4% |
| 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% | +7.4% |
| 5Y | +126.8% | +41.1% | +85.7% | +94.7% |
| 10Y | +123.4% | +168.5% | -45.2% | +62.2% |
| All | +1,335.7% | +1,050.5% | +285.2% | +674.8% |
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 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