+169.3%
KEY vs BNS
+179.9%
-10.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.6% |
| 7D | -0.3% | -1.3% | +1.0% | +1.1% |
| 30D | -3.3% | +4.0% | -7.3% | -7.9% |
| 3M | -0.7% | +13.8% | -14.5% | -14.7% |
| 6M | +12.5% | +32.7% | -20.2% | -18.6% |
| YTD | +8.4% | +27.6% | -19.2% | -18.3% |
| 1Y | +18.4% | +47.4% | -29.0% | -24.4% |
| 3Y | +123.3% | +129.0% | -5.6% | -15.5% |
| 5Y | +38.8% | +92.7% | -53.9% | -35.7% |
| 10Y | +169.3% | +182.1% | -12.8% | -7.9% |
| All | +169.3% | +179.9% | -10.6% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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