+314.6%
KEY vs BWA
+2,496.1%
-2,181.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.9% |
| 7D | -1.3% | -5.5% | +4.2% | +1.5% |
| 30D | +5.1% | -21.7% | +26.9% | +18.7% |
| 3M | -7.1% | -25.6% | +18.5% | +7.0% |
| 6M | -4.4% | -17.4% | +13.1% | +2.6% |
| YTD | +4.0% | +9.2% | -5.2% | -6.6% |
| 1Y | +23.4% | +9.7% | +13.7% | +10.3% |
| 3Y | +113.9% | +54.6% | +59.3% | +56.5% |
| 5Y | +12.3% | +26.8% | -14.4% | -10.0% |
| 10Y | +125.5% | +89.0% | +36.5% | +43.5% |
| All | +314.6% | +2,496.1% | -2,181.5% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling