+1,038.9%
KEY vs BDX
+6,267.7%
-5,228.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -0.5% | +2.5% | -3.1% | -1.5% |
| 30D | +6.7% | +13.6% | -6.8% | +1.5% |
| 3M | -4.6% | +18.9% | -23.6% | -11.0% |
| 6M | +2.6% | +51.8% | -49.2% | -13.4% |
| YTD | +7.0% | +43.3% | -36.4% | -8.1% |
| 1Y | +23.5% | +48.0% | -24.5% | +4.7% |
| 3Y | +126.4% | +23.7% | +102.7% | +102.1% |
| 5Y | +13.0% | +24.9% | -11.9% | -0.3% |
| 10Y | +99.5% | +92.2% | +7.3% | +45.5% |
| All | +1,038.9% | +6,267.7% | -5,228.9% | +190.4% |
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