+90.1%
KEYS vs BTI
+118.0%
-27.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.9% |
| 7D | +3.5% | -0.2% | +3.7% | +3.5% |
| 30D | -4.5% | -1.1% | -3.4% | -4.4% |
| 3M | -0.4% | -8.8% | +8.4% | +0.4% |
| 6M | +19.1% | -4.0% | +23.1% | +18.9% |
| YTD | +66.7% | +0.4% | +66.3% | +65.1% |
| 1Y | +96.5% | +1.9% | +94.5% | +94.1% |
| 3Y | +155.2% | +108.5% | +46.6% | +115.2% |
| All | +90.1% | +118.0% | -27.9% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling