+167.0%
KEY vs BN
+259.6%
-92.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | +0.2% |
| 7D | +2.7% | -1.2% | +3.9% | +3.7% |
| 30D | -3.2% | -10.9% | +7.7% | +5.5% |
| 3M | +1.0% | -11.1% | +12.0% | +10.0% |
| 6M | +11.9% | -4.4% | +16.2% | +14.0% |
| YTD | +8.7% | -14.1% | +22.8% | +19.5% |
| 1Y | +18.5% | -11.1% | +29.5% | +25.7% |
| 3Y | +124.0% | +75.6% | +48.4% | +31.8% |
| 5Y | +40.8% | +35.8% | +5.0% | -0.7% |
| 10Y | +167.0% | +261.6% | -94.6% | +8.8% |
| All | +167.0% | +259.6% | -92.6% | +8.8% |
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