+13.9%
KEY vs BTG
+43.7%
-29.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +0.3% |
| 7D | +0.5% | +13.0% | -12.5% | -0.7% |
| 30D | +6.9% | +1.1% | +5.7% | +6.6% |
| 3M | -5.0% | +5.3% | -10.3% | -5.7% |
| 6M | +0.7% | +1.1% | -0.3% | 0.0% |
| YTD | +6.5% | +19.2% | -12.8% | +3.1% |
| 1Y | +22.6% | +31.5% | -8.8% | +17.4% |
| 3Y | +125.3% | +94.3% | +31.0% | +98.8% |
| 5Y | +13.9% | +41.8% | -27.9% | +5.0% |
| All | +13.9% | +43.7% | -29.8% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling