+86.4%
KEY vs BNS
+1,498.6%
-1,412.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | -0.3% |
| 7D | -0.5% | -3.2% | +2.7% | +2.6% |
| 30D | +6.7% | +5.1% | +1.6% | +1.5% |
| 3M | -4.6% | +6.0% | -10.6% | -10.6% |
| 6M | +2.6% | +23.4% | -20.8% | -17.4% |
| YTD | +7.0% | +30.4% | -23.5% | -18.8% |
| 1Y | +23.5% | +44.0% | -20.5% | -15.3% |
| 3Y | +126.4% | +150.3% | -24.0% | -11.7% |
| 5Y | +13.0% | +83.0% | -70.0% | -39.1% |
| 10Y | +99.5% | +190.9% | -91.4% | -27.5% |
| All | +86.4% | +1,498.6% | -1,412.2% | -80.6% |
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