+96.5%
KEYS vs BDX
+22.7%
+73.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +4.1% |
| 7D | +3.5% | -3.2% | +6.7% | +3.1% |
| 30D | -4.5% | -2.5% | -1.9% | -4.7% |
| 3M | -0.4% | +21.4% | -21.8% | +0.5% |
| 6M | +19.1% | +10.4% | +8.7% | +23.3% |
| YTD | +66.7% | +18.8% | +47.8% | +67.1% |
| 1Y | +96.5% | +21.7% | +74.8% | +99.7% |
| All | +96.5% | +22.7% | +73.7% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling