+1,018.0%
KEYS vs BN
+265.2%
+752.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.5% | +3.8% |
| 7D | +3.5% | -5.2% | +8.7% | +6.3% |
| 30D | -4.5% | -14.5% | +10.0% | +3.4% |
| 3M | -0.4% | -15.0% | +14.6% | +7.9% |
| 6M | +19.1% | -5.4% | +24.5% | +21.6% |
| YTD | +66.7% | -16.4% | +83.1% | +80.6% |
| 1Y | +96.5% | -16.2% | +112.7% | +112.6% |
| 3Y | +155.2% | +67.5% | +87.6% | +92.1% |
| 5Y | +88.0% | +34.1% | +53.9% | +54.9% |
| All | +1,018.0% | +265.2% | +752.8% | +430.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling