+113.6%
KEY vs BB
+33.0%
+80.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.5% | -2.8% | +1.8% |
| 7D | -0.4% | +15.0% | -15.3% | -2.6% |
| 30D | +7.2% | +3.5% | +3.7% | +6.2% |
| 3M | -4.9% | +2.7% | -7.6% | -6.2% |
| 6M | +1.1% | +44.7% | -43.7% | -7.6% |
| YTD | +6.8% | +143.3% | -136.5% | -11.2% |
| 1Y | +23.3% | +102.2% | -78.9% | +5.4% |
| 3Y | +126.1% | +156.1% | -30.0% | +77.3% |
| 5Y | +15.2% | -17.6% | +32.8% | +4.3% |
| 10Y | +113.6% | +29.0% | +84.6% | +32.2% |
| All | +113.6% | +33.0% | +80.5% | +32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling