+37.7%
KEY vs BIYA
-99.9%
+137.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | -1.3% | -10.5% | +9.2% | -1.2% |
| 30D | +5.1% | -51.7% | +56.9% | +5.5% |
| 3M | -7.1% | -60.8% | +53.7% | -6.7% |
| 6M | -4.4% | -90.6% | +86.2% | -4.0% |
| YTD | +4.0% | -97.1% | +101.1% | +5.6% |
| 1Y | +23.4% | -99.1% | +122.5% | +29.5% |
| All | +37.7% | -99.9% | +137.5% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling