+105.3%
KEY vs BN
+280.2%
-174.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.7% |
| 7D | +0.5% | +4.3% | -3.8% | -2.9% |
| 30D | +6.9% | +14.3% | -7.4% | -4.0% |
| 3M | -5.0% | -4.1% | -0.9% | -2.6% |
| 6M | +0.7% | -9.7% | +10.4% | +7.7% |
| YTD | +6.5% | -7.1% | +13.6% | +9.7% |
| 1Y | +22.6% | -7.4% | +30.0% | +26.1% |
| 3Y | +125.3% | +102.3% | +23.0% | +18.1% |
| 5Y | +13.9% | +35.9% | -22.0% | -19.4% |
| 10Y | +105.3% | +289.2% | -183.8% | -20.1% |
| All | +105.3% | +280.2% | -174.9% | -20.1% |
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