+356.2%
KEY vs BAH
+1,110.0%
-753.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.1% |
| 7D | -2.5% | +6.0% | -8.5% | -4.2% |
| 30D | +4.1% | +31.1% | -27.0% | -4.1% |
| 3M | -8.4% | +25.2% | -33.5% | -14.7% |
| 6M | -2.3% | +18.9% | -21.2% | -8.5% |
| YTD | +4.6% | +8.3% | -3.7% | -0.7% |
| 1Y | +24.6% | +6.2% | +18.4% | +18.8% |
| 3Y | +112.8% | -22.8% | +135.5% | +113.8% |
| 5Y | +12.9% | +13.6% | -0.7% | -3.4% |
| 10Y | +126.7% | +240.2% | -113.5% | +26.9% |
| All | +356.2% | +1,110.0% | -753.8% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling