+117.9%
KEY vs BN
+271.1%
-153.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.2% |
| 7D | -1.3% | +5.3% | -6.6% | -5.4% |
| 30D | +5.1% | +11.9% | -6.8% | -3.9% |
| 3M | -7.1% | -5.7% | -1.4% | -3.4% |
| 6M | -4.4% | -10.6% | +6.2% | +3.0% |
| YTD | +4.0% | -9.4% | +13.4% | +9.2% |
| 1Y | +23.4% | -8.8% | +32.2% | +28.4% |
| 3Y | +113.9% | +95.6% | +18.3% | +15.4% |
| 5Y | +12.3% | +30.2% | -17.8% | -17.6% |
| All | +117.9% | +271.1% | -153.2% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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