+99.5%
KEY vs BAH
+211.3%
-111.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -0.5% | -1.6% | +1.1% | -0.1% |
| 30D | +6.7% | +18.0% | -11.3% | +2.0% |
| 3M | -4.6% | +11.4% | -16.0% | -7.7% |
| 6M | +2.6% | +17.7% | -15.1% | -2.9% |
| YTD | +7.0% | +5.4% | +1.6% | +3.0% |
| 1Y | +23.5% | +2.8% | +20.7% | +19.6% |
| 3Y | +126.4% | -26.7% | +153.0% | +129.8% |
| 5Y | +13.0% | +8.1% | +5.0% | -3.1% |
| 10Y | +99.5% | +202.5% | -103.0% | +23.3% |
| All | +99.5% | +211.3% | -111.8% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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