+35.5%
KEY vs BAM
+86.2%
-50.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -1.1% |
| 7D | -1.3% | +9.7% | -11.0% | -6.7% |
| 30D | +5.1% | +19.0% | -13.8% | -5.4% |
| 3M | -7.1% | +0.6% | -7.7% | -8.1% |
| 6M | -4.4% | +11.1% | -15.5% | -11.5% |
| YTD | +4.0% | +4.2% | -0.2% | -0.8% |
| 1Y | +23.4% | +3.3% | +20.1% | +18.0% |
| 3Y | +113.9% | +88.8% | +25.2% | +24.9% |
| All | +35.5% | +86.2% | -50.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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