+341.1%
KEY vs BWA
+3,492.4%
-3,151.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -1.1% |
| 7D | +2.2% | +5.7% | -3.5% | -0.7% |
| 30D | -3.0% | +1.4% | -4.4% | -4.0% |
| 3M | +3.3% | -12.1% | +15.4% | +9.1% |
| 6M | +9.2% | +28.6% | -19.4% | -6.5% |
| YTD | +10.6% | +51.1% | -40.4% | -15.3% |
| 1Y | +20.4% | +55.9% | -35.5% | -9.8% |
| 3Y | +121.8% | +70.1% | +51.7% | +54.3% |
| 5Y | +41.1% | +90.7% | -49.6% | -7.9% |
| 10Y | +168.5% | +154.0% | +14.6% | +47.5% |
| All | +341.1% | +3,492.4% | -3,151.3% | -1.6% |
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