+94.2%
KEY vs BTI
+131.8%
-37.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.1% |
| 7D | +2.9% | +1.6% | +1.3% | +2.1% |
| 30D | +8.4% | +9.2% | -0.8% | +3.8% |
| 3M | -5.8% | +9.6% | -15.4% | -10.1% |
| 6M | +5.4% | -2.4% | +7.9% | +5.8% |
| YTD | +7.1% | +14.2% | -7.2% | -1.6% |
| 1Y | +26.8% | +20.3% | +6.5% | +13.3% |
| 3Y | +128.7% | +147.4% | -18.7% | +32.4% |
| 5Y | +13.6% | +155.4% | -141.8% | -34.9% |
| All | +94.2% | +131.8% | -37.6% | +8.3% |
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