+1,052.7%
KEYS vs BLDR
+1,006.4%
+46.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -0.8% |
| 7D | +0.9% | -8.1% | +9.1% | +2.6% |
| 30D | -5.3% | -21.5% | +16.2% | -0.9% |
| 3M | +0.5% | -21.0% | +21.5% | +4.3% |
| 6M | +14.0% | -37.1% | +51.1% | +23.2% |
| YTD | +60.3% | -42.7% | +103.0% | +75.7% |
| 1Y | +91.3% | -58.0% | +149.3% | +122.5% |
| 3Y | +146.1% | -57.8% | +204.0% | +179.4% |
| 5Y | +80.8% | +10.3% | +70.5% | +69.2% |
| 10Y | +1,002.8% | +367.3% | +635.5% | +684.9% |
| All | +1,052.7% | +1,006.4% | +46.4% | +678.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling