+145.4%
KEYS vs BN
+69.2%
+76.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.9% |
| 7D | +0.9% | -5.9% | +6.8% | +4.4% |
| 30D | -5.3% | -15.1% | +9.8% | +3.8% |
| 3M | +0.5% | -14.6% | +15.1% | +9.5% |
| 6M | +14.0% | -8.4% | +22.5% | +18.4% |
| YTD | +60.3% | -16.8% | +77.1% | +75.0% |
| 1Y | +91.3% | -14.4% | +105.7% | +105.0% |
| All | +145.4% | +69.2% | +76.2% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling