+40.6%
BP vs KEYS
+97.6%
-57.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -3.9% | +0.2% |
| 7D | +5.2% | +3.5% | +1.7% | +5.3% |
| 30D | +8.7% | -4.5% | +13.2% | +8.6% |
| 3M | +9.3% | -0.4% | +9.7% | +9.5% |
| 6M | +13.6% | +19.1% | -5.6% | +13.9% |
| YTD | +37.7% | +66.7% | -29.0% | +35.8% |
| 1Y | +40.6% | +96.5% | -55.8% | +37.3% |
| All | +40.6% | +97.6% | -57.0% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling