+94.2%
KEY vs BTG
+164.8%
-70.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +2.9% | -9.1% | +12.0% | +3.3% |
| 30D | +8.4% | -1.6% | +10.0% | +8.4% |
| 3M | -5.8% | -2.8% | -3.0% | -5.8% |
| 6M | +5.4% | -7.6% | +13.1% | +5.4% |
| YTD | +7.1% | +10.2% | -3.2% | +6.1% |
| 1Y | +26.8% | +21.3% | +5.5% | +25.2% |
| 3Y | +128.7% | +82.7% | +46.0% | +120.4% |
| 5Y | +13.6% | +30.8% | -17.2% | +9.3% |
| All | +94.2% | +164.8% | -70.6% | +103.6% |
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