+1,052.7%
KEYS vs BNS
+177.5%
+875.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.1% |
| 7D | +0.9% | -2.2% | +3.1% | +2.1% |
| 30D | -5.3% | +4.5% | -9.7% | -7.5% |
| 3M | +0.5% | +14.9% | -14.4% | -6.8% |
| 6M | +14.0% | +32.5% | -18.4% | -2.0% |
| YTD | +60.3% | +28.6% | +31.7% | +39.7% |
| 1Y | +91.3% | +48.4% | +43.0% | +54.7% |
| 3Y | +146.1% | +130.8% | +15.3% | +56.1% |
| 5Y | +80.8% | +94.8% | -14.0% | +24.9% |
| 10Y | +1,002.8% | +184.3% | +818.5% | +519.4% |
| All | +1,052.7% | +177.5% | +875.2% | +544.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling