+123.1%
BP vs KEYS
+1,086.4%
-963.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +4.0% | +2.9% | +1.1% | +3.2% |
| 30D | +7.8% | -1.3% | +9.2% | +8.0% |
| 3M | +8.4% | -0.1% | +8.5% | +7.3% |
| 6M | +15.1% | +17.4% | -2.3% | +7.9% |
| YTD | +36.4% | +62.9% | -26.5% | +14.3% |
| 1Y | +40.9% | +95.7% | -54.8% | +10.8% |
| 3Y | +38.8% | +150.2% | -111.3% | -2.0% |
| 5Y | +141.1% | +83.1% | +58.0% | +83.7% |
| 10Y | +133.9% | +1,020.9% | -887.0% | -9.9% |
| All | +123.1% | +1,086.4% | -963.3% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling