+155.2%
KEYS vs BNS
+130.5%
+24.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.6% |
| 7D | +3.5% | -0.4% | +3.9% | +3.7% |
| 30D | -4.5% | +3.5% | -7.9% | -6.5% |
| 3M | -0.4% | +14.1% | -14.5% | -8.2% |
| 6M | +19.1% | +33.8% | -14.6% | -0.1% |
| YTD | +66.7% | +29.5% | +37.2% | +42.1% |
| 1Y | +96.5% | +48.4% | +48.1% | +55.2% |
| 3Y | +155.2% | +129.6% | +25.6% | +56.1% |
| All | +155.2% | +130.5% | +24.7% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling