+382.8%
KEY vs BAH
+886.2%
-503.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.7% |
| 7D | +2.2% | -3.2% | +5.4% | +3.2% |
| 30D | -3.0% | +2.0% | -5.0% | -3.8% |
| 3M | +3.3% | -7.6% | +11.0% | +5.0% |
| 6M | +9.2% | -5.7% | +14.9% | +9.5% |
| YTD | +10.6% | -11.7% | +22.4% | +12.1% |
| 1Y | +20.4% | -27.4% | +47.8% | +29.2% |
| 3Y | +121.8% | -32.5% | +154.4% | +131.1% |
| 5Y | +41.1% | -3.3% | +44.5% | +26.3% |
| 10Y | +168.5% | +186.0% | -17.5% | +58.2% |
| All | +382.8% | +886.2% | -503.4% | +64.8% |
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