+134.2%
BP vs KEYS
+1,049.9%
-915.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -3.9% | -0.9% |
| 7D | +5.2% | +3.5% | +1.7% | +4.3% |
| 30D | +8.7% | -4.5% | +13.2% | +9.7% |
| 3M | +9.3% | -0.4% | +9.7% | +8.5% |
| 6M | +13.6% | +19.1% | -5.6% | +6.5% |
| YTD | +37.7% | +66.7% | -29.0% | +15.7% |
| 1Y | +40.6% | +96.5% | -55.8% | +11.8% |
| 3Y | +40.3% | +155.2% | -114.8% | 0.0% |
| 5Y | +141.4% | +88.0% | +53.4% | +84.9% |
| All | +134.2% | +1,049.9% | -915.7% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 10y: compounded portfolio wealth divided by compounded KEYS 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…
10y analysis · Full analysis span regression · 6 months rolling