+38.8%
KEY vs BTI
+113.9%
-75.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | -0.3% | -2.4% | +2.1% | +0.7% |
| 30D | -3.3% | -4.8% | +1.5% | -1.4% |
| 3M | -0.7% | -8.1% | +7.4% | +2.3% |
| 6M | +12.5% | -4.2% | +16.7% | +13.0% |
| YTD | +8.4% | -1.3% | +9.7% | +7.1% |
| 1Y | +18.4% | +2.1% | +16.3% | +14.7% |
| 3Y | +123.3% | +108.9% | +14.4% | +33.3% |
| 5Y | +38.8% | +114.5% | -75.6% | -15.9% |
| All | +38.8% | +113.9% | -75.1% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling