+29.6%
KEY vs BTDR
-69.9%
+99.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +1.7% |
| 7D | +1.7% | -17.6% | +19.2% | +2.4% |
| 30D | +6.8% | -40.3% | +47.0% | +9.1% |
| 3M | -5.8% | -42.6% | +36.8% | -3.9% |
| 6M | +1.4% | -46.3% | +47.7% | +2.3% |
| YTD | +7.5% | -41.7% | +49.3% | +6.7% |
| 1Y | +29.6% | -69.4% | +99.0% | +32.8% |
| All | +29.6% | -69.9% | +99.5% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling