+38.8%
KEY vs BDX
-2.5%
+41.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -0.3% | -4.1% | +3.8% | +1.2% |
| 30D | -3.3% | +0.1% | -3.4% | -3.4% |
| 3M | -0.7% | +18.3% | -19.0% | -7.2% |
| 6M | +12.5% | +10.1% | +2.4% | +8.0% |
| YTD | +8.4% | +19.4% | -11.0% | +0.4% |
| 1Y | +18.4% | +22.3% | -3.9% | +8.5% |
| 3Y | +123.3% | -9.4% | +132.7% | +129.1% |
| 5Y | +38.8% | -2.0% | +40.8% | +37.3% |
| All | +38.8% | -2.5% | +41.3% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling