+105.3%
KEY vs BUD
-4.3%
+109.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -1.0% |
| 7D | +0.5% | +6.0% | -5.5% | -2.9% |
| 30D | +6.9% | +11.3% | -4.4% | +0.1% |
| 3M | -5.0% | +3.6% | -8.6% | -7.5% |
| 6M | +0.7% | +7.7% | -7.0% | -4.5% |
| YTD | +6.5% | +36.4% | -29.9% | -13.5% |
| 1Y | +22.6% | +37.8% | -15.2% | -1.2% |
| 3Y | +125.3% | +51.2% | +74.1% | +64.0% |
| 5Y | +13.9% | +53.4% | -39.5% | -19.4% |
| 10Y | +105.3% | -3.2% | +108.5% | +41.9% |
| All | +105.3% | -4.3% | +109.6% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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