+169.3%
KEY vs BG
+160.3%
+9.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -0.3% | +0.5% | -0.8% | -0.7% |
| 30D | -3.3% | +10.3% | -13.6% | -8.2% |
| 3M | -0.7% | -1.9% | +1.2% | -0.9% |
| 6M | +12.5% | +5.2% | +7.3% | +7.3% |
| YTD | +8.4% | +41.2% | -32.8% | -12.0% |
| 1Y | +18.4% | +50.5% | -32.1% | -8.3% |
| 3Y | +123.3% | +19.9% | +103.4% | +90.1% |
| 5Y | +38.8% | +86.7% | -47.9% | -13.3% |
| 10Y | +169.3% | +167.5% | +1.8% | +17.9% |
| All | +169.3% | +160.3% | +9.0% | +17.9% |
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