+68.4%
KEY vs BTSG
+416.6%
-348.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -0.3% | +2.9% | -3.2% | -0.9% |
| 30D | -3.3% | +0.9% | -4.1% | -3.6% |
| 3M | -0.7% | +1.6% | -2.4% | -2.0% |
| 6M | +12.5% | +46.8% | -34.3% | +1.8% |
| YTD | +8.4% | +65.5% | -57.1% | -4.9% |
| 1Y | +18.4% | +136.2% | -117.8% | -4.4% |
| All | +68.4% | +416.6% | -348.2% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling