+93.0%
KEY vs BG
+107.5%
-14.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.8% | +1.5% | +0.3% | +1.0% |
| 30D | +7.1% | -7.0% | +14.2% | +10.8% |
| 3M | -5.9% | -10.0% | +4.0% | -1.8% |
| 6M | +2.2% | -19.8% | +22.0% | +11.7% |
| YTD | +6.4% | +14.3% | -7.9% | -5.0% |
| 1Y | +24.8% | +6.5% | +18.3% | +15.5% |
| 3Y | +125.2% | +4.4% | +120.9% | +102.2% |
| 5Y | +13.0% | +20.2% | -7.2% | -10.8% |
| All | +93.0% | +107.5% | -14.5% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling