+128.7%
KEY vs BUD
+49.6%
+79.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | +2.9% | +1.0% | +1.9% | +2.7% |
| 30D | +8.4% | +6.7% | +1.8% | +7.0% |
| 3M | -5.8% | +5.7% | -11.5% | -6.9% |
| 6M | +5.4% | +5.8% | -0.4% | +4.0% |
| YTD | +7.1% | +34.4% | -27.3% | +0.1% |
| 1Y | +26.8% | +33.3% | -6.5% | +18.7% |
| 3Y | +128.7% | +48.8% | +79.9% | +87.5% |
| All | +128.7% | +49.6% | +79.1% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling