+755.4%
KEYS vs BAH
+198.8%
+556.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +9.4% | +1.7% | +7.7% | +9.0% |
| 30D | -16.8% | +20.8% | -37.5% | -20.7% |
| 3M | -15.9% | +11.6% | -27.4% | -18.8% |
| 6M | -17.6% | +23.1% | -40.7% | -23.3% |
| YTD | +46.5% | +5.3% | +41.2% | +40.4% |
| 1Y | +66.9% | +6.1% | +60.7% | +59.2% |
| 3Y | +141.4% | -27.5% | +168.9% | +150.6% |
| 5Y | +59.5% | +6.2% | +53.3% | +40.2% |
| All | +755.4% | +198.8% | +556.6% | +457.6% |
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