+3.1%
BTDR vs KEYS
+98.0%
-94.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +2.9% |
| 7D | +20.0% | +2.3% | +17.7% | +18.2% |
| 30D | +11.9% | -2.6% | +14.6% | +14.0% |
| 3M | -36.9% | -4.6% | -32.3% | -35.7% |
| 6M | +56.5% | +8.7% | +47.8% | +46.3% |
| YTD | +10.4% | +61.0% | -50.6% | -22.0% |
| 1Y | +3.1% | +96.0% | -92.9% | -32.0% |
| All | +3.1% | +98.0% | -94.9% | -32.0% |
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