+14.5%
KEY vs BWA
+27.4%
-13.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +2.9% | +4.3% | -1.3% | +0.9% |
| 30D | +8.4% | -13.0% | +21.4% | +15.4% |
| 3M | -5.8% | -24.8% | +19.1% | +7.0% |
| 6M | +5.4% | -23.5% | +29.0% | +17.0% |
| YTD | +7.1% | +13.8% | -6.8% | -8.4% |
| 1Y | +26.8% | +13.4% | +13.4% | +8.4% |
| 3Y | +128.7% | +62.8% | +65.9% | +50.6% |
| All | +14.5% | +27.4% | -13.0% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling