+110.7%
KEYS vs BIYA
-99.8%
+210.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.6% |
| 7D | +0.9% | -1.3% | +2.2% | +0.9% |
| 30D | -5.3% | -15.9% | +10.7% | -5.2% |
| 3M | +0.5% | -81.2% | +81.7% | +0.4% |
| 6M | +14.0% | -88.2% | +102.3% | +13.9% |
| YTD | +60.3% | -94.1% | +154.4% | +61.5% |
| 1Y | +91.3% | -98.7% | +190.0% | +102.1% |
| All | +110.7% | -99.8% | +210.5% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling