+43.2%
KEY vs BTDR
+26.7%
+16.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -1.9% |
| 7D | +2.7% | +22.4% | -19.7% | +1.5% |
| 30D | -3.2% | +16.5% | -19.7% | -4.4% |
| 3M | +1.0% | -31.5% | +32.4% | +2.3% |
| 6M | +11.9% | +74.0% | -62.2% | +6.3% |
| YTD | +8.7% | +13.0% | -4.3% | +5.5% |
| 1Y | +18.5% | -0.2% | +18.7% | +14.2% |
| 3Y | +124.0% | +9.9% | +114.1% | +97.7% |
| 5Y | +40.8% | +28.1% | +12.7% | +24.4% |
| All | +43.2% | +26.7% | +16.5% | +25.5% |
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