+149.4%
KEYS vs BBWI
-47.8%
+197.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | +0.6% |
| 7D | +2.9% | -4.4% | +7.4% | +3.9% |
| 30D | -1.3% | -7.4% | +6.1% | -0.2% |
| 3M | -0.1% | -2.2% | +2.1% | -1.1% |
| 6M | +17.4% | -16.3% | +33.7% | +19.7% |
| YTD | +62.9% | -9.1% | +72.0% | +61.6% |
| 1Y | +95.7% | -34.5% | +130.3% | +109.8% |
| All | +149.4% | -47.8% | +197.2% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling