+100.8%
KEY vs BB
+258.8%
-158.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | +3.3% | -25.5% | +28.9% | +6.3% |
| 6M | +9.2% | +121.3% | -112.1% | -3.5% |
| YTD | +10.6% | +103.2% | -92.5% | -1.2% |
| 1Y | +20.4% | +102.6% | -82.2% | +7.1% |
| 3Y | +121.8% | +37.5% | +84.3% | +100.1% |
| 5Y | +41.1% | -30.4% | +71.6% | +35.0% |
| 10Y | +168.5% | 0.0% | +168.5% | +117.3% |
| All | +100.8% | +258.8% | -158.1% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling