+136.2%
BP vs KEYS
+87.1%
+49.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -3.9% | -0.6% |
| 7D | +5.2% | +3.5% | +1.7% | +4.6% |
| 30D | +8.7% | -4.5% | +13.2% | +9.4% |
| 3M | +9.3% | -0.4% | +9.7% | +8.8% |
| 6M | +13.6% | +19.1% | -5.6% | +8.7% |
| YTD | +37.7% | +66.7% | -29.0% | +21.3% |
| 1Y | +40.6% | +96.5% | -55.8% | +18.6% |
| 3Y | +40.3% | +155.2% | -114.8% | +8.7% |
| All | +136.2% | +87.1% | +49.1% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling