+113.9%
KEY vs BB
+132.4%
-18.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.1% |
| 7D | -1.3% | +3.8% | -5.1% | -1.9% |
| 30D | +5.1% | -0.3% | +5.5% | +4.8% |
| 3M | -7.1% | -0.5% | -6.7% | -7.8% |
| 6M | -4.4% | +45.9% | -50.3% | -12.8% |
| YTD | +4.0% | +130.6% | -126.6% | -13.3% |
| 1Y | +23.4% | +89.2% | -65.8% | +6.2% |
| 3Y | +113.9% | +137.5% | -23.6% | +63.7% |
| All | +113.9% | +132.4% | -18.5% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling