+113.9%
KEY vs BAH
-26.3%
+140.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | -0.2% |
| 7D | -1.3% | -3.5% | +2.3% | -1.0% |
| 30D | +5.1% | +24.3% | -19.1% | +3.1% |
| 3M | -7.1% | +16.3% | -23.4% | -8.4% |
| 6M | -4.4% | +13.6% | -18.0% | -5.7% |
| YTD | +4.0% | +3.5% | +0.5% | +2.9% |
| 1Y | +23.4% | +2.7% | +20.7% | +22.1% |
| 3Y | +113.9% | -26.6% | +140.5% | +104.2% |
| All | +113.9% | -26.3% | +140.2% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling