+1,078.2%
KEY vs BN
+15,251.3%
-14,173.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | +2.2% | -2.5% | +4.7% | +3.7% |
| 30D | -3.0% | -9.5% | +6.5% | +2.7% |
| 3M | +3.3% | -10.4% | +13.7% | +9.9% |
| 6M | +9.2% | -6.4% | +15.6% | +12.5% |
| YTD | +10.6% | -11.9% | +22.5% | +17.5% |
| 1Y | +20.4% | -8.6% | +29.0% | +24.7% |
| 3Y | +121.8% | +77.6% | +44.3% | +53.8% |
| 5Y | +41.1% | +37.0% | +4.1% | +12.9% |
| 10Y | +168.5% | +266.4% | -97.9% | +29.4% |
| All | +1,078.2% | +15,251.3% | -14,173.2% | +85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling