-69.4%
BTDR vs KEYS
+55.9%
-125.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.3% | +0.7% | -0.7% |
| 7D | -17.6% | -14.8% | -2.8% | -6.1% |
| 30D | -40.3% | -25.6% | -14.7% | -24.6% |
| 3M | -42.6% | -16.2% | -26.4% | -33.7% |
| 6M | -46.3% | -18.6% | -27.7% | -37.7% |
| YTD | -41.7% | +40.7% | -82.4% | -55.2% |
| 1Y | -69.4% | +59.6% | -129.0% | -79.2% |
| All | -69.4% | +55.9% | -125.3% | -79.2% |
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 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