+93.1%
KEY vs BB
+325.9%
-232.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.2% |
| 7D | +0.5% | +11.6% | -11.1% | -0.9% |
| 30D | +6.9% | +2.6% | +4.3% | +6.2% |
| 3M | -5.0% | +3.5% | -8.5% | -6.1% |
| 6M | +0.7% | +43.5% | -42.8% | -5.9% |
| YTD | +6.5% | +141.2% | -134.7% | -7.6% |
| 1Y | +22.6% | +97.4% | -74.8% | +9.1% |
| 3Y | +125.3% | +151.1% | -25.8% | +87.9% |
| 5Y | +13.9% | -12.8% | +26.7% | +5.6% |
| 10Y | +105.3% | +27.5% | +77.9% | +60.3% |
| All | +93.1% | +325.9% | -232.8% | +36.7% |
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 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