+1,071.7%
KEYS vs BIDU
-56.7%
+1,128.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.6% |
| 7D | +2.9% | -2.4% | +5.4% | +3.4% |
| 30D | -1.3% | -16.0% | +14.6% | +2.1% |
| 3M | -0.1% | -24.0% | +23.9% | +5.4% |
| 6M | +17.4% | -24.9% | +42.2% | +23.5% |
| YTD | +62.9% | -29.6% | +92.5% | +72.9% |
| 1Y | +95.7% | -15.2% | +110.9% | +97.8% |
| 3Y | +150.2% | -32.2% | +182.4% | +157.6% |
| 5Y | +83.1% | -43.8% | +126.9% | +84.9% |
| 10Y | +1,020.9% | -49.5% | +1,070.4% | +915.7% |
| All | +1,071.7% | -56.7% | +1,128.4% | +962.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 all: compounded portfolio wealth divided by compounded BIDU 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…
all analysis · Full analysis span regression · 6 months rolling