+96.5%
KEYS vs BIYA
-98.7%
+195.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.0% |
| 7D | +3.5% | -1.8% | +5.3% | +3.5% |
| 30D | -4.5% | -17.5% | +13.0% | -4.6% |
| 3M | -0.4% | -78.0% | +77.6% | -1.3% |
| 6M | +19.1% | -89.5% | +108.6% | +18.1% |
| YTD | +66.7% | -94.3% | +160.9% | +66.4% |
| 1Y | +96.5% | -98.6% | +195.0% | +117.4% |
| All | +96.5% | -98.7% | +195.1% | +117.4% |
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