+90.1%
KEYS vs BLDR
+10.9%
+79.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.3% |
| 7D | +3.5% | -8.2% | +11.7% | +5.9% |
| 30D | -4.5% | -16.6% | +12.2% | +0.1% |
| 3M | -0.4% | -23.2% | +22.8% | +5.8% |
| 6M | +19.1% | -33.7% | +52.9% | +31.3% |
| YTD | +66.7% | -41.3% | +108.0% | +89.1% |
| 1Y | +96.5% | -58.8% | +155.3% | +147.4% |
| 3Y | +155.2% | -57.5% | +212.6% | +201.5% |
| All | +90.1% | +10.9% | +79.2% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling