+1,078.2%
KEY vs BTI
+6,053.3%
-4,975.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +2.2% | -1.4% | +3.6% | +2.7% |
| 30D | -3.0% | -6.6% | +3.6% | -0.7% |
| 3M | +3.3% | -3.0% | +6.3% | +4.1% |
| 6M | +9.2% | -6.7% | +15.9% | +11.0% |
| YTD | +10.6% | +0.6% | +10.1% | +9.3% |
| 1Y | +20.4% | +5.6% | +14.8% | +16.5% |
| 3Y | +121.8% | +110.3% | +11.5% | +63.8% |
| 5Y | +41.1% | +114.3% | -73.1% | +4.0% |
| 10Y | +168.5% | +67.7% | +100.9% | +109.6% |
| All | +1,078.2% | +6,053.3% | -4,975.2% | +349.5% |
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