+1,098.7%
KEYS vs BTG
+231.0%
+867.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +4.0% |
| 7D | +3.5% | -3.8% | +7.2% | +3.8% |
| 30D | -4.5% | +3.6% | -8.1% | -4.8% |
| 3M | -0.4% | +32.0% | -32.4% | -2.7% |
| 6M | +19.1% | +3.4% | +15.8% | +18.1% |
| YTD | +66.7% | +20.8% | +45.9% | +63.8% |
| 1Y | +96.5% | +22.4% | +74.0% | +92.4% |
| 3Y | +155.2% | +91.7% | +63.4% | +141.8% |
| 5Y | +88.0% | +79.0% | +9.0% | +78.1% |
| 10Y | +1,046.8% | +152.6% | +894.2% | +986.2% |
| All | +1,098.7% | +231.0% | +867.7% | +1,005.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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