+23.0%
KEY vs BBWI
-1.7%
+24.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.5% |
| 7D | -0.4% | -6.2% | +5.8% | +0.3% |
| 30D | +7.2% | +25.5% | -18.3% | +4.8% |
| 3M | -4.9% | +8.0% | -12.9% | -5.8% |
| 6M | +1.1% | +12.7% | -11.6% | -0.5% |
| YTD | +6.8% | +11.6% | -4.8% | +5.7% |
| All | +23.0% | -1.7% | +24.7% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling