+953.7%
KEYS vs BAH
+328.6%
+625.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +9.4% | +1.7% | +7.7% | +8.9% |
| 30D | -16.8% | +20.8% | -37.5% | -21.1% |
| 3M | -15.9% | +11.6% | -27.4% | -19.0% |
| 6M | -17.6% | +23.1% | -40.7% | -23.8% |
| YTD | +46.5% | +5.3% | +41.2% | +39.7% |
| 1Y | +66.9% | +6.1% | +60.7% | +58.5% |
| 3Y | +141.4% | -27.5% | +168.9% | +150.3% |
| 5Y | +59.5% | +6.2% | +53.3% | +40.0% |
| 10Y | +761.1% | +202.2% | +558.8% | +411.0% |
| All | +953.7% | +328.6% | +625.2% | +439.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling