+14.5%
KEY vs BBWI
-67.6%
+82.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +8.4% | +12.9% | -4.4% | +4.8% |
| 3M | -5.8% | +16.0% | -21.8% | -10.3% |
| 6M | +5.4% | +16.6% | -11.2% | -0.9% |
| YTD | +7.1% | +9.7% | -2.7% | +0.7% |
| 1Y | +26.8% | +1.5% | +25.3% | +20.1% |
| 3Y | +128.7% | -21.4% | +150.0% | +121.5% |
| All | +14.5% | -67.6% | +82.1% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling