+169.3%
KEY vs BR
+185.2%
-15.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -0.3% | -5.0% | +4.7% | +2.4% |
| 30D | -3.3% | -2.5% | -0.8% | -2.3% |
| 3M | -0.7% | +13.5% | -14.2% | -8.3% |
| 6M | +12.5% | -9.4% | +21.9% | +16.9% |
| YTD | +8.4% | -23.3% | +31.7% | +23.0% |
| 1Y | +18.4% | -31.6% | +50.1% | +43.8% |
| 3Y | +123.3% | -5.1% | +128.4% | +119.8% |
| 5Y | +38.8% | +8.2% | +30.6% | +22.7% |
| 10Y | +169.3% | +189.8% | -20.5% | +59.9% |
| All | +169.3% | +185.2% | -15.9% | +59.9% |
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