+81.0%
BSX vs KEYS
+1,049.9%
-968.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -1.5% |
| 7D | -10.1% | +3.5% | -13.6% | -11.0% |
| 30D | -16.4% | -4.5% | -11.9% | -15.5% |
| 3M | -8.9% | -0.4% | -8.5% | -10.0% |
| 6M | -38.3% | +19.1% | -57.4% | -42.8% |
| YTD | -54.9% | +66.7% | -121.6% | -63.2% |
| 1Y | -58.8% | +96.5% | -155.3% | -68.5% |
| 3Y | -21.2% | +155.2% | -176.4% | -47.2% |
| 5Y | -3.3% | +88.0% | -91.3% | -29.2% |
| All | +81.0% | +1,049.9% | -968.9% | -34.9% |
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