+99.5%
KEY vs BR
+280.7%
-181.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -0.5% | +1.9% | -2.4% | -1.6% |
| 30D | +6.7% | +15.9% | -9.2% | -1.5% |
| 3M | -4.6% | +13.7% | -18.3% | -11.4% |
| 6M | +2.6% | +31.0% | -28.4% | -13.0% |
| YTD | +7.0% | -12.0% | +18.9% | +12.7% |
| 1Y | +23.5% | -11.5% | +35.0% | +29.6% |
| 3Y | +126.4% | +14.9% | +111.4% | +99.0% |
| 5Y | +13.0% | +20.1% | -7.1% | -5.5% |
| 10Y | +99.5% | +278.9% | -179.4% | -3.5% |
| All | +99.5% | +280.7% | -181.2% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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