+113.9%
KEY vs BTI
+143.0%
-29.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | 0.0% |
| 7D | -1.3% | -1.0% | -0.3% | -1.1% |
| 30D | +5.1% | +13.0% | -7.8% | +3.3% |
| 3M | -7.1% | +5.3% | -12.4% | -7.9% |
| 6M | -4.4% | +5.3% | -9.7% | -5.3% |
| YTD | +4.0% | +12.4% | -8.4% | +2.1% |
| 1Y | +23.4% | +18.9% | +4.5% | +20.1% |
| 3Y | +113.9% | +144.0% | -30.1% | +60.3% |
| All | +113.9% | +143.0% | -29.1% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling