+41.4%
KEY vs BIYA
-99.9%
+141.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.7% |
| 7D | -0.4% | -7.8% | +7.4% | -0.3% |
| 30D | +7.2% | -38.5% | +45.7% | +7.5% |
| 3M | -4.9% | -59.5% | +54.6% | -4.5% |
| 6M | +1.1% | -89.2% | +90.2% | +1.2% |
| YTD | +6.8% | -97.1% | +103.9% | +8.4% |
| 1Y | +23.3% | -99.0% | +122.3% | +29.1% |
| All | +41.4% | -99.9% | +141.2% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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