+90.1%
KEYS vs BDX
-2.2%
+92.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.8% |
| 7D | +3.5% | -3.2% | +6.7% | +4.3% |
| 30D | -4.5% | -2.5% | -1.9% | -4.0% |
| 3M | -0.4% | +21.4% | -21.8% | -6.7% |
| 6M | +19.1% | +10.4% | +8.7% | +15.1% |
| YTD | +66.7% | +18.8% | +47.8% | +56.2% |
| 1Y | +96.5% | +21.7% | +74.8% | +82.4% |
| 3Y | +155.2% | -10.0% | +165.1% | +161.4% |
| All | +90.1% | -2.2% | +92.3% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling