+96.0%
KEYS vs BNS
+50.5%
+45.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.3% |
| 7D | +2.3% | +1.5% | +0.7% | +1.0% |
| 30D | -2.6% | +6.0% | -8.6% | -6.7% |
| 3M | -4.6% | +16.3% | -21.0% | -15.2% |
| 6M | +8.7% | +27.3% | -18.6% | -10.7% |
| YTD | +61.0% | +28.5% | +32.5% | +30.4% |
| 1Y | +96.0% | +49.0% | +47.0% | +38.8% |
| All | +96.0% | +50.5% | +45.5% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling