+167.0%
KEY vs BB
+3.3%
+163.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.1% |
| 7D | +2.7% | +0.5% | +2.2% | +2.6% |
| 30D | -3.2% | -12.4% | +9.1% | -1.3% |
| 3M | +1.0% | -15.3% | +16.2% | +2.3% |
| 6M | +11.9% | +128.8% | -116.9% | -5.5% |
| YTD | +8.7% | +107.7% | -98.9% | -6.7% |
| 1Y | +18.5% | +103.9% | -85.4% | +1.4% |
| 3Y | +124.0% | +72.6% | +51.4% | +87.9% |
| 5Y | +40.8% | -24.3% | +65.1% | +29.8% |
| 10Y | +167.0% | +3.1% | +163.9% | +67.2% |
| All | +167.0% | +3.3% | +163.7% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BB 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling