+14.5%
KEY vs BB
-17.6%
+32.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.0% |
| 7D | +2.9% | +1.8% | +1.1% | +2.6% |
| 30D | +8.4% | +8.1% | +0.3% | +6.5% |
| 3M | -5.8% | -1.0% | -4.8% | -6.5% |
| 6M | +5.4% | +45.9% | -40.5% | -5.1% |
| YTD | +7.1% | +134.8% | -127.8% | -13.1% |
| 1Y | +26.8% | +104.6% | -77.8% | +5.5% |
| 3Y | +128.7% | +152.8% | -24.2% | +71.8% |
| All | +14.5% | -17.6% | +32.0% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling