+128.7%
KEY vs BLDR
-50.7%
+179.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | +2.9% | -3.0% | +5.9% | +3.7% |
| 30D | +8.4% | +20.1% | -11.7% | +2.4% |
| 3M | -5.8% | -17.5% | +11.7% | -1.5% |
| 6M | +5.4% | -16.1% | +21.5% | +8.2% |
| YTD | +7.1% | -41.0% | +48.1% | +20.8% |
| 1Y | +26.8% | -41.6% | +68.4% | +43.1% |
| 3Y | +128.7% | -50.8% | +179.5% | +133.8% |
| All | +128.7% | -50.7% | +179.4% | +133.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling