+1,058.3%
KEYS vs BAH
+259.4%
+798.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.8% |
| 7D | +2.3% | -3.2% | +5.5% | +3.2% |
| 30D | -2.6% | +2.0% | -4.6% | -3.4% |
| 3M | -4.6% | -7.6% | +3.0% | -3.3% |
| 6M | +8.7% | -5.7% | +14.4% | +8.5% |
| YTD | +61.0% | -11.7% | +72.8% | +62.1% |
| 1Y | +96.0% | -27.4% | +123.4% | +109.5% |
| 3Y | +144.4% | -32.5% | +176.9% | +156.5% |
| 5Y | +80.5% | -3.3% | +83.8% | +61.6% |
| 10Y | +974.9% | +186.0% | +788.9% | +541.5% |
| All | +1,058.3% | +259.4% | +798.9% | +526.3% |
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