+83.1%
KEYS vs BAH
-3.7%
+86.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +2.9% | -1.3% | +4.3% | +3.1% |
| 30D | -1.3% | -6.6% | +5.3% | -0.3% |
| 3M | -0.1% | -7.2% | +7.0% | +1.2% |
| 6M | +17.4% | -10.0% | +27.4% | +19.0% |
| YTD | +62.9% | -12.5% | +75.4% | +64.3% |
| 1Y | +95.7% | -27.9% | +123.7% | +106.7% |
| 3Y | +150.2% | -31.4% | +181.6% | +156.4% |
| 5Y | +83.1% | -3.2% | +86.3% | +63.7% |
| All | +83.1% | -3.7% | +86.8% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling