+169.3%
KEY vs BTG
+147.2%
+22.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.3% |
| 7D | -0.3% | +2.4% | -2.7% | -0.4% |
| 30D | -3.3% | +9.5% | -12.8% | -3.6% |
| 3M | -0.7% | +38.5% | -39.2% | -2.0% |
| 6M | +12.5% | +5.6% | +6.9% | +11.9% |
| YTD | +8.4% | +23.9% | -15.5% | +7.1% |
| 1Y | +18.4% | +32.1% | -13.7% | +16.5% |
| 3Y | +123.3% | +103.2% | +20.1% | +115.2% |
| 5Y | +38.8% | +79.7% | -40.9% | +33.7% |
| 10Y | +169.3% | +159.1% | +10.2% | +177.6% |
| All | +169.3% | +147.2% | +22.1% | +177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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