+36.2%
KEY vs BAM
+84.5%
-48.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -1.0% |
| 7D | -2.5% | +7.9% | -10.4% | -6.9% |
| 30D | +4.1% | +16.0% | -12.0% | -4.9% |
| 3M | -8.4% | +0.6% | -9.0% | -9.4% |
| 6M | -2.3% | +10.5% | -12.8% | -9.3% |
| YTD | +4.6% | +3.2% | +1.3% | +0.3% |
| 1Y | +24.6% | +1.0% | +23.5% | +20.8% |
| 3Y | +112.8% | +84.2% | +28.5% | +26.3% |
| All | +36.2% | +84.5% | -48.3% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling