+40.2%
KEY vs BTDR
-35.9%
+76.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.2% |
| 7D | +0.5% | -7.4% | +7.9% | +0.8% |
| 30D | +6.9% | -33.4% | +40.3% | +9.0% |
| 3M | -5.0% | -26.3% | +21.3% | -4.1% |
| 6M | +0.7% | -52.4% | +53.1% | +3.2% |
| YTD | +6.5% | -42.8% | +49.3% | +6.9% |
| 1Y | +22.6% | -63.7% | +86.3% | +26.0% |
| 3Y | +125.3% | +61.5% | +63.9% | +106.2% |
| 5Y | +13.9% | -35.6% | +49.6% | +3.8% |
| All | +40.2% | -35.9% | +76.1% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling