+105.3%
KEY vs BLDR
+554.2%
-448.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +1.4% |
| 7D | +0.5% | -1.1% | +1.6% | +0.6% |
| 30D | +6.9% | +19.1% | -12.2% | -1.1% |
| 3M | -5.0% | -12.6% | +7.6% | -1.7% |
| 6M | +0.7% | -18.7% | +19.4% | +5.4% |
| YTD | +6.5% | -38.8% | +45.3% | +22.3% |
| 1Y | +22.6% | -41.2% | +63.8% | +42.6% |
| 3Y | +125.3% | -49.4% | +174.7% | +160.5% |
| 5Y | +13.9% | -6.0% | +19.9% | -6.0% |
| 10Y | +105.3% | +523.1% | -417.7% | -27.2% |
| All | +105.3% | +554.2% | -448.8% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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