+82.4%
KEYS vs BAM
+67.8%
+14.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | +0.3% |
| 7D | +2.9% | -3.9% | +6.9% | +4.6% |
| 30D | -1.3% | -8.8% | +7.5% | +2.3% |
| 3M | -0.1% | +2.2% | -2.3% | -1.9% |
| 6M | +17.4% | +5.9% | +11.4% | +12.8% |
| YTD | +62.9% | -6.1% | +69.0% | +64.6% |
| 1Y | +95.7% | -11.6% | +107.4% | +103.5% |
| 3Y | +150.2% | +51.7% | +98.5% | +105.3% |
| All | +82.4% | +67.8% | +14.6% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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