+233.8%
KEY vs BTG
+367.4%
-133.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.1% |
| 7D | +0.5% | +13.0% | -12.5% | 0.0% |
| 30D | +6.9% | +1.1% | +5.7% | +6.7% |
| 3M | -5.0% | +5.3% | -10.3% | -5.3% |
| 6M | +0.7% | +1.1% | -0.3% | +0.4% |
| YTD | +6.5% | +19.2% | -12.8% | +5.0% |
| 1Y | +22.6% | +31.5% | -8.8% | +20.4% |
| 3Y | +125.3% | +94.3% | +31.0% | +116.0% |
| 5Y | +13.9% | +41.8% | -27.9% | +9.8% |
| 10Y | +105.3% | +162.9% | -57.6% | +90.1% |
| All | +233.8% | +367.4% | -133.6% | +102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling