+125.3%
KEY vs BDX
+23.0%
+102.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +0.5% | +7.3% | -6.8% | -1.5% |
| 30D | +6.9% | +15.7% | -8.8% | +2.5% |
| 3M | -5.0% | +19.1% | -24.1% | -9.7% |
| 6M | +0.7% | +44.1% | -43.4% | -9.8% |
| YTD | +6.5% | +42.1% | -35.6% | -4.5% |
| 1Y | +22.6% | +52.6% | -30.0% | +7.5% |
| 3Y | +125.3% | +22.6% | +102.8% | +116.1% |
| All | +125.3% | +23.0% | +102.3% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling