+167.0%
KEY vs BWA
+142.9%
+24.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.6% |
| 7D | +2.7% | +4.3% | -1.5% | +0.2% |
| 30D | -3.2% | -2.9% | -0.3% | -1.8% |
| 3M | +1.0% | -12.4% | +13.4% | +8.0% |
| 6M | +11.9% | +28.6% | -16.7% | -7.0% |
| YTD | +8.7% | +48.2% | -39.5% | -20.6% |
| 1Y | +18.5% | +50.9% | -32.5% | -15.1% |
| 3Y | +124.0% | +72.2% | +51.8% | +41.1% |
| 5Y | +40.8% | +91.1% | -50.2% | -18.7% |
| 10Y | +167.0% | +144.0% | +23.0% | +21.1% |
| All | +167.0% | +142.9% | +24.1% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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