+96.0%
KEYS vs BLDR
-52.1%
+148.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.0% |
| 7D | +2.3% | -2.8% | +5.1% | +2.8% |
| 30D | -2.6% | -13.3% | +10.7% | 0.0% |
| 3M | -4.6% | -12.3% | +7.6% | -2.9% |
| 6M | +8.7% | -31.5% | +40.2% | +18.0% |
| YTD | +61.0% | -36.1% | +97.1% | +76.1% |
| 1Y | +96.0% | -54.1% | +150.1% | +125.0% |
| All | +96.0% | -52.1% | +148.1% | +125.0% |
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