+80.8%
KEYS vs BBWI
-69.5%
+150.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.3% |
| 7D | +0.9% | -8.0% | +9.0% | +2.8% |
| 30D | -5.3% | -6.6% | +1.4% | -4.3% |
| 3M | +0.5% | -2.7% | +3.2% | -0.3% |
| 6M | +14.0% | -12.8% | +26.8% | +14.9% |
| YTD | +60.3% | -10.5% | +70.7% | +59.5% |
| 1Y | +91.3% | -35.3% | +126.7% | +104.5% |
| 3Y | +146.1% | -47.7% | +193.9% | +166.0% |
| 5Y | +80.8% | -68.9% | +149.6% | +118.5% |
| All | +80.8% | -69.5% | +150.3% | +118.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling