+155.2%
BTI vs KEEL
+294.5%
-139.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.7% |
| 7D | -0.2% | +2.9% | -3.1% | -0.2% |
| 30D | -1.1% | +0.8% | -1.9% | -1.1% |
| 3M | -8.8% | -35.3% | +26.6% | -8.7% |
| 6M | -4.0% | +59.4% | -63.3% | -4.3% |
| YTD | +0.4% | +51.9% | -51.6% | 0.0% |
| 1Y | +1.9% | +75.0% | -73.1% | +1.5% |
| 3Y | +108.5% | +224.5% | -116.0% | +106.9% |
| 5Y | +118.5% | -35.9% | +154.4% | +116.1% |
| All | +155.2% | +294.5% | -139.2% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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