+40.8%
KEY vs BG
+84.8%
-43.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.1% | -3.1% |
| 7D | +2.7% | +2.4% | +0.4% | +1.9% |
| 30D | -3.2% | +15.0% | -18.2% | -7.7% |
| 3M | +1.0% | -0.7% | +1.6% | +0.7% |
| 6M | +11.9% | +7.5% | +4.4% | +7.7% |
| YTD | +8.7% | +41.6% | -32.9% | -6.1% |
| 1Y | +18.5% | +50.7% | -32.2% | -1.0% |
| 3Y | +124.0% | +20.3% | +103.7% | +103.5% |
| 5Y | +40.8% | +85.2% | -44.4% | -4.4% |
| All | +40.8% | +84.8% | -43.9% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling