+975.1%
KEYS vs BAH
+207.1%
+768.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.8% | -6.4% | -2.8% |
| 7D | +0.9% | +2.4% | -1.5% | +0.3% |
| 30D | -5.3% | -2.9% | -2.3% | -4.8% |
| 3M | +0.5% | -1.3% | +1.8% | +0.1% |
| 6M | +14.0% | -0.9% | +14.9% | +12.6% |
| YTD | +60.3% | -8.2% | +68.5% | +59.7% |
| 1Y | +91.3% | -24.0% | +115.3% | +101.7% |
| 3Y | +146.1% | -28.1% | +174.2% | +152.6% |
| 5Y | +80.8% | +2.5% | +78.3% | +58.6% |
| All | +975.1% | +207.1% | +768.1% | +592.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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