+46.4%
KEY vs BIYA
-99.8%
+146.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.3% |
| 7D | +2.2% | +1.3% | +0.9% | +2.2% |
| 30D | -3.0% | -21.0% | +18.0% | -2.9% |
| 3M | +3.3% | -74.3% | +77.7% | +3.6% |
| 6M | +9.2% | -84.6% | +93.8% | +8.7% |
| YTD | +10.6% | -94.2% | +104.8% | +12.0% |
| 1Y | +20.4% | -98.2% | +118.6% | +25.7% |
| All | +46.4% | -99.8% | +146.2% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling