+141.4%
KEYS vs BBWI
-24.0%
+165.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.6% | -2.4% |
| 7D | +9.4% | +0.1% | +9.2% | +9.4% |
| 30D | -16.8% | +12.9% | -29.6% | -19.1% |
| 3M | -15.9% | +16.0% | -31.9% | -19.3% |
| 6M | -17.6% | +16.6% | -34.2% | -22.1% |
| YTD | +46.5% | +9.7% | +36.8% | +38.9% |
| 1Y | +66.9% | +1.5% | +65.4% | +59.4% |
| 3Y | +141.4% | -21.4% | +162.7% | +144.9% |
| All | +141.4% | -24.0% | +165.3% | +144.9% |
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