+247.0%
KEY vs BTG
+392.0%
-145.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | +2.2% | -0.9% | +3.1% | +2.2% |
| 30D | -3.0% | +36.8% | -39.9% | -4.4% |
| 3M | +3.3% | +23.1% | -19.8% | +2.2% |
| 6M | +9.2% | +3.5% | +5.7% | +8.6% |
| YTD | +10.6% | +25.5% | -14.8% | +9.0% |
| 1Y | +20.4% | +40.1% | -19.7% | +17.8% |
| 3Y | +121.8% | +101.1% | +20.7% | +112.5% |
| 5Y | +41.1% | +70.6% | -29.5% | +35.2% |
| 10Y | +168.5% | +152.1% | +16.4% | +148.8% |
| All | +247.0% | +392.0% | -145.0% | +110.6% |
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 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