+15.2%
KEY vs BTDR
-33.6%
+48.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.9% | -7.2% | +2.1% |
| 7D | -0.4% | +7.1% | -7.5% | -1.0% |
| 30D | +7.2% | -31.4% | +38.6% | +9.1% |
| 3M | -4.9% | -39.2% | +34.3% | -3.0% |
| 6M | +1.1% | -50.9% | +52.0% | +3.4% |
| YTD | +6.8% | -41.0% | +47.8% | +7.0% |
| 1Y | +23.3% | -69.9% | +93.2% | +28.0% |
| 3Y | +126.1% | +87.3% | +38.8% | +106.4% |
| 5Y | +15.2% | -33.6% | +48.8% | +3.9% |
| All | +15.2% | -33.6% | +48.8% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling