+128.5%
KEY vs BBWI
-22.8%
+151.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | -0.5% | -7.7% | +7.2% | +1.2% |
| 30D | +6.7% | +24.8% | -18.0% | +1.5% |
| 3M | -4.6% | +16.2% | -20.8% | -8.4% |
| 6M | +2.6% | +15.8% | -13.2% | -2.3% |
| YTD | +7.0% | +11.4% | -4.5% | +1.5% |
| 1Y | +23.5% | +3.2% | +20.3% | +18.1% |
| All | +128.5% | -22.8% | +151.3% | +109.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling