+1,078.2%
KEY vs BDX
+5,351.6%
-4,273.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.9% |
| 7D | +2.2% | -2.5% | +4.7% | +3.2% |
| 30D | -3.0% | +8.3% | -11.3% | -6.1% |
| 3M | +3.3% | +24.4% | -21.1% | -5.6% |
| 6M | +9.2% | +9.2% | 0.0% | +4.7% |
| YTD | +10.6% | +22.7% | -12.1% | +1.1% |
| 1Y | +20.4% | +25.9% | -5.5% | +8.7% |
| 3Y | +121.8% | -10.5% | +132.3% | +124.7% |
| 5Y | +41.1% | +1.9% | +39.2% | +34.8% |
| 10Y | +168.5% | +58.7% | +109.8% | +110.7% |
| All | +1,078.2% | +5,351.6% | -4,273.4% | +219.5% |
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