+1,037.3%
KEY vs BTI
+6,686.8%
-5,649.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.2% |
| 7D | -0.4% | -2.9% | +2.6% | +0.7% |
| 30D | +7.2% | +8.3% | -1.1% | +4.1% |
| 3M | -4.9% | +2.9% | -7.8% | -6.1% |
| 6M | +1.1% | +6.2% | -5.1% | -1.9% |
| YTD | +6.8% | +10.9% | -4.1% | +1.6% |
| 1Y | +23.3% | +16.6% | +6.7% | +15.1% |
| 3Y | +126.1% | +142.2% | -16.2% | +58.2% |
| 5Y | +15.2% | +151.3% | -136.1% | -20.0% |
| 10Y | +113.6% | +113.9% | -0.3% | +53.4% |
| All | +1,037.3% | +6,686.8% | -5,649.6% | +318.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling