+17.6%
KEY vs BTSG
+119.4%
-101.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.6% | +6.6% | +0.8% |
| 7D | -1.8% | -5.8% | +4.0% | -1.1% |
| 30D | -3.3% | 0.0% | -3.3% | -3.4% |
| 3M | -0.2% | -4.5% | +4.3% | -0.7% |
| 6M | +12.1% | +40.0% | -27.9% | +2.7% |
| YTD | +8.4% | +54.6% | -46.1% | -3.2% |
| 1Y | +17.6% | +106.1% | -88.5% | -0.7% |
| All | +17.6% | +119.4% | -101.7% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling