+1,078.2%
KEY vs BBWI
+1,034.6%
+43.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | -0.7% |
| 7D | +2.2% | +1.5% | +0.7% | +1.6% |
| 30D | -3.0% | -5.2% | +2.2% | -1.8% |
| 3M | +3.3% | +11.1% | -7.8% | -1.7% |
| 6M | +9.2% | -13.4% | +22.6% | +11.1% |
| YTD | +10.6% | +0.1% | +10.6% | +6.1% |
| 1Y | +20.4% | -36.1% | +56.5% | +31.8% |
| 3Y | +121.8% | -44.1% | +165.9% | +141.1% |
| 5Y | +41.1% | -66.2% | +107.4% | +72.9% |
| 10Y | +168.5% | -54.8% | +223.3% | +138.5% |
| All | +1,078.2% | +1,034.6% | +43.5% | +217.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling