+1,018.0%
KEYS vs BB
+1.6%
+1,016.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.7% |
| 7D | +3.5% | -0.4% | +3.9% | +3.6% |
| 30D | -4.5% | -12.5% | +8.1% | -2.3% |
| 3M | -0.4% | -17.4% | +17.0% | +2.1% |
| 6M | +19.1% | +119.1% | -100.0% | +1.6% |
| YTD | +66.7% | +102.4% | -35.7% | +44.0% |
| 1Y | +96.5% | +98.2% | -1.7% | +69.5% |
| 3Y | +155.2% | +46.9% | +108.2% | +121.1% |
| 5Y | +88.0% | -26.4% | +114.4% | +74.8% |
| All | +1,018.0% | +1.6% | +1,016.4% | +729.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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