+161.6%
KEY vs BDX
+58.0%
+103.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.8% |
| 7D | -1.8% | -5.4% | +3.7% | +0.4% |
| 30D | -3.3% | -2.2% | -1.1% | -2.6% |
| 3M | -0.2% | +20.1% | -20.3% | -7.9% |
| 6M | +12.1% | +9.1% | +3.1% | +7.4% |
| YTD | +8.4% | +17.9% | -9.5% | +0.2% |
| 1Y | +17.6% | +22.1% | -4.4% | +6.9% |
| 3Y | +123.3% | -10.5% | +133.9% | +127.6% |
| 5Y | +39.5% | -2.6% | +42.1% | +35.4% |
| All | +161.6% | +58.0% | +103.6% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling