+40.8%
KEY vs BNS
+94.5%
-53.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -0.8% |
| 7D | +2.7% | +1.8% | +0.9% | +1.0% |
| 30D | -3.2% | +4.5% | -7.7% | -7.5% |
| 3M | +1.0% | +15.8% | -14.8% | -12.8% |
| 6M | +11.9% | +31.5% | -19.6% | -14.7% |
| YTD | +8.7% | +28.6% | -19.9% | -15.4% |
| 1Y | +18.5% | +48.2% | -29.7% | -20.2% |
| 3Y | +124.0% | +130.8% | -6.8% | -7.0% |
| 5Y | +40.8% | +94.9% | -54.1% | -30.4% |
| All | +40.8% | +94.5% | -53.7% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling