+1,007.5%
KEY vs BTI
+6,777.2%
-5,769.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | +0.7% |
| 7D | -1.3% | -1.0% | -0.3% | -0.9% |
| 30D | +5.1% | +13.0% | -7.8% | +0.5% |
| 3M | -7.1% | +5.3% | -12.4% | -9.1% |
| 6M | -4.4% | +5.3% | -9.7% | -6.9% |
| YTD | +4.0% | +12.4% | -8.4% | -1.5% |
| 1Y | +23.4% | +18.9% | +4.5% | +14.4% |
| 3Y | +113.9% | +144.0% | -30.1% | +49.3% |
| 5Y | +12.3% | +156.3% | -143.9% | -22.5% |
| 10Y | +125.5% | +115.3% | +10.2% | +61.5% |
| All | +1,007.5% | +6,777.2% | -5,769.7% | +305.3% |
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 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