+123.6%
KEY vs BB
+38.2%
+85.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.2% | -5.6% | +7.8% | +3.0% |
| 30D | -3.0% | -11.8% | +8.8% | -1.4% |
| 3M | +3.3% | -25.5% | +28.9% | +6.6% |
| 6M | +9.2% | +121.3% | -112.1% | -7.7% |
| YTD | +10.6% | +103.2% | -92.5% | -5.1% |
| 1Y | +20.4% | +102.6% | -82.2% | +2.6% |
| All | +123.6% | +38.2% | +85.3% | +83.1% |
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