+167.0%
KEY vs BTI
+67.8%
+99.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +2.7% | -1.4% | +4.1% | +3.4% |
| 30D | -3.2% | -7.0% | +3.8% | 0.0% |
| 3M | +1.0% | -6.3% | +7.3% | +3.5% |
| 6M | +11.9% | -2.0% | +13.8% | +11.4% |
| YTD | +8.7% | +0.2% | +8.5% | +6.8% |
| 1Y | +18.5% | +3.8% | +14.7% | +13.9% |
| 3Y | +124.0% | +112.1% | +11.9% | +42.4% |
| 5Y | +40.8% | +113.6% | -72.8% | -10.4% |
| 10Y | +167.0% | +69.6% | +97.4% | +71.7% |
| All | +167.0% | +67.8% | +99.2% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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