+12.2%
KEY vs BBWI
-67.9%
+80.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | +0.3% |
| 7D | -1.3% | -6.2% | +4.9% | +0.4% |
| 30D | +5.1% | +19.9% | -14.8% | -0.1% |
| 3M | -7.1% | +7.1% | -14.3% | -9.7% |
| 6M | -4.4% | +13.7% | -18.0% | -9.5% |
| YTD | +4.0% | +9.6% | -5.6% | -2.2% |
| 1Y | +23.4% | -1.6% | +25.1% | +18.0% |
| 3Y | +113.9% | -25.9% | +139.8% | +111.3% |
| All | +12.2% | -67.9% | +80.1% | +34.1% |
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 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