+59.6%
KEYS vs BLDR
-38.1%
+97.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +9.3% | -15.6% | -6.9% |
| 7D | -14.8% | +24.4% | -39.2% | -16.7% |
| 30D | -25.6% | +24.9% | -50.5% | -27.2% |
| 3M | -16.2% | -7.8% | -8.4% | -13.7% |
| 6M | -18.6% | -5.8% | -12.9% | -17.1% |
| YTD | +40.7% | -32.5% | +73.1% | +53.9% |
| 1Y | +59.6% | -36.7% | +96.3% | +80.2% |
| All | +59.6% | -38.1% | +97.7% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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