+113.9%
KEY vs BBWI
-28.0%
+142.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | +0.2% |
| 7D | -1.3% | -6.2% | +4.9% | +0.1% |
| 30D | +5.1% | +19.9% | -14.8% | +0.8% |
| 3M | -7.1% | +7.1% | -14.3% | -9.2% |
| 6M | -4.4% | +13.7% | -18.0% | -8.5% |
| YTD | +4.0% | +9.6% | -5.6% | -0.9% |
| 1Y | +23.4% | -1.6% | +25.1% | +19.6% |
| 3Y | +113.9% | -25.9% | +139.8% | +98.6% |
| All | +113.9% | -28.0% | +142.0% | +98.6% |
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