+98.1%
KEY vs BG
+1,131.5%
-1,033.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.8% |
| 7D | +2.2% | +2.8% | -0.6% | +0.9% |
| 30D | -3.0% | +12.0% | -15.1% | -8.0% |
| 3M | +3.3% | -7.7% | +11.0% | +6.0% |
| 6M | +9.2% | +4.5% | +4.7% | +5.1% |
| YTD | +10.6% | +35.7% | -25.0% | -5.6% |
| 1Y | +20.4% | +50.1% | -29.7% | -2.9% |
| 3Y | +121.8% | +12.6% | +109.2% | +98.5% |
| 5Y | +41.1% | +75.4% | -34.3% | +1.2% |
| 10Y | +168.5% | +150.5% | +18.1% | +57.7% |
| All | +98.1% | +1,131.5% | -1,033.4% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling