+86.5%
KEY vs BNS
+1,485.2%
-1,398.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +2.9% | +0.9% | +2.0% | +2.0% |
| 30D | +8.4% | +2.8% | +5.7% | +5.4% |
| 3M | -5.8% | +3.0% | -8.8% | -9.2% |
| 6M | +5.4% | +23.3% | -17.8% | -15.1% |
| YTD | +7.1% | +29.3% | -22.3% | -18.1% |
| 1Y | +26.8% | +41.7% | -14.9% | -11.6% |
| 3Y | +128.7% | +147.7% | -19.0% | -9.8% |
| 5Y | +13.6% | +79.4% | -65.7% | -37.5% |
| 10Y | +99.7% | +188.5% | -88.8% | -26.8% |
| All | +86.5% | +1,485.2% | -1,398.7% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling