+41.0%
KEY vs BTDR
-44.0%
+85.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.6% | +9.3% | +1.1% |
| 7D | +2.9% | -6.9% | +9.8% | +3.2% |
| 30D | +8.4% | -31.5% | +40.0% | +10.3% |
| 3M | -5.8% | -36.1% | +30.3% | -4.1% |
| 6M | +5.4% | -57.6% | +63.1% | +8.7% |
| YTD | +7.1% | -50.0% | +57.1% | +8.2% |
| 1Y | +26.8% | -49.6% | +76.4% | +27.8% |
| 3Y | +128.7% | +48.5% | +80.1% | +110.8% |
| 5Y | +13.6% | -43.8% | +57.5% | +4.2% |
| All | +41.0% | -44.0% | +85.0% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling