+1,364.9%
BP vs KEY
+987.2%
+377.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.3% |
| 7D | -11.2% | -2.5% | -8.8% | -10.7% |
| 30D | -0.7% | +4.1% | -4.8% | -1.7% |
| 3M | +9.8% | -8.4% | +18.2% | +11.9% |
| 6M | -1.6% | -2.3% | +0.7% | -1.5% |
| YTD | +33.5% | +4.6% | +28.9% | +30.9% |
| 1Y | +31.7% | +24.6% | +7.2% | +23.7% |
| 3Y | +45.1% | +112.8% | -67.6% | +17.0% |
| 5Y | +105.9% | +12.9% | +93.0% | +86.4% |
| 10Y | +134.4% | +126.7% | +7.8% | +76.3% |
| All | +1,364.9% | +987.2% | +377.6% | +700.3% |
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