+1,033.0%
KEY vs BDX
+6,303.0%
-5,270.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +1.8% | +1.0% | +0.8% | +1.4% |
| 30D | +7.1% | +15.1% | -8.0% | +1.4% |
| 3M | -5.9% | +18.2% | -24.1% | -12.1% |
| 6M | +2.2% | +48.1% | -45.9% | -12.9% |
| YTD | +6.4% | +44.1% | -37.7% | -8.8% |
| 1Y | +24.8% | +46.4% | -21.6% | +6.3% |
| 3Y | +125.2% | +24.4% | +100.9% | +100.7% |
| 5Y | +13.0% | +26.1% | -13.1% | -0.7% |
| 10Y | +98.5% | +93.3% | +5.2% | +44.4% |
| All | +1,033.0% | +6,303.0% | -5,270.0% | +188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling