+59.6%
KEYS vs BTI
+24.7%
+34.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.4% | -9.7% | -5.7% |
| 7D | -14.8% | +5.3% | -20.1% | -14.0% |
| 30D | -25.6% | +19.1% | -44.7% | -24.0% |
| 3M | -16.2% | +6.5% | -22.7% | -14.4% |
| 6M | -18.6% | +9.4% | -28.1% | -18.4% |
| YTD | +40.7% | +14.4% | +26.3% | +38.4% |
| 1Y | +59.6% | +23.9% | +35.7% | +42.3% |
| All | +59.6% | +24.7% | +34.9% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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