+94.2%
KEY vs BLDR
+479.0%
-384.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | +2.9% | -3.0% | +5.9% | +4.0% |
| 30D | +8.4% | +20.1% | -11.7% | 0.0% |
| 3M | -5.8% | -17.5% | +11.7% | -0.2% |
| 6M | +5.4% | -16.1% | +21.5% | +8.9% |
| YTD | +7.1% | -41.0% | +48.1% | +24.6% |
| 1Y | +26.8% | -41.6% | +68.4% | +47.6% |
| 3Y | +128.7% | -50.8% | +179.5% | +167.1% |
| 5Y | +13.6% | -10.8% | +24.4% | -4.2% |
| All | +94.2% | +479.0% | -384.8% | -29.7% |
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