+59.6%
KEYS vs BIYA
-98.4%
+158.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.3% | -3.1% | -6.3% |
| 7D | -14.8% | -4.0% | -10.8% | -14.8% |
| 30D | -25.6% | -15.0% | -10.6% | -25.5% |
| 3M | -16.2% | -58.1% | +41.9% | -16.7% |
| 6M | -18.6% | -90.0% | +71.4% | -19.7% |
| YTD | +40.7% | -96.9% | +137.6% | +39.5% |
| 1Y | +59.6% | -98.2% | +157.8% | +58.3% |
| All | +59.6% | -98.4% | +158.0% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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