+1,080.2%
KEYS vs BB
-19.9%
+1,100.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.5% |
| 7D | +4.4% | +0.5% | +3.9% | +4.3% |
| 30D | -2.2% | -12.4% | +10.1% | 0.0% |
| 3M | +0.5% | -15.3% | +15.8% | +2.6% |
| 6M | +22.4% | +128.8% | -106.4% | +3.5% |
| YTD | +64.1% | +107.7% | -43.6% | +41.1% |
| 1Y | +97.0% | +103.9% | -6.9% | +68.9% |
| 3Y | +152.0% | +72.6% | +79.4% | +111.9% |
| 5Y | +83.7% | -24.3% | +108.0% | +70.4% |
| 10Y | +997.9% | +3.1% | +994.7% | +696.0% |
| All | +1,080.2% | -19.9% | +1,100.1% | +761.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling