-15.9%
KEYS vs BAM
+7.5%
-23.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.6% |
| 7D | +16.7% | -2.0% | +18.7% | +16.6% |
| 30D | -17.8% | +13.7% | -31.5% | -17.2% |
| 3M | -14.2% | -4.8% | -9.4% | -12.5% |
| 6M | -15.9% | +7.6% | -23.5% | -15.4% |
| All | -15.9% | +7.5% | -23.4% | -15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling