+1,080.2%
KEYS vs BN
+324.0%
+756.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +3.2% |
| 7D | +4.4% | -1.2% | +5.6% | +5.0% |
| 30D | -2.2% | -10.9% | +8.7% | +3.6% |
| 3M | +0.5% | -11.1% | +11.6% | +6.4% |
| 6M | +22.4% | -4.4% | +26.8% | +24.2% |
| YTD | +64.1% | -14.1% | +78.2% | +75.2% |
| 1Y | +97.0% | -11.1% | +108.0% | +106.5% |
| 3Y | +152.0% | +75.6% | +76.5% | +85.9% |
| 5Y | +83.7% | +35.8% | +48.0% | +50.7% |
| 10Y | +997.9% | +261.6% | +736.3% | +439.1% |
| All | +1,080.2% | +324.0% | +756.2% | +427.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling