+94.2%
KEY vs BN
+290.8%
-196.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.8% |
| 7D | +2.9% | -1.0% | +3.9% | +3.7% |
| 30D | +8.4% | +14.0% | -5.5% | -2.4% |
| 3M | -5.8% | -9.0% | +3.2% | +0.7% |
| 6M | +5.4% | -8.8% | +14.3% | +11.8% |
| YTD | +7.1% | -10.3% | +17.3% | +13.2% |
| 1Y | +26.8% | -5.8% | +32.6% | +28.8% |
| 3Y | +128.7% | +94.8% | +33.9% | +23.0% |
| 5Y | +13.6% | +31.5% | -17.8% | -17.6% |
| All | +94.2% | +290.8% | -196.6% | -24.3% |
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