+1,071.7%
KEYS vs BTI
+106.9%
+964.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | +2.9% | -2.4% | +5.4% | +3.6% |
| 30D | -1.3% | -4.8% | +3.5% | -0.1% |
| 3M | -0.1% | -8.1% | +8.0% | +1.4% |
| 6M | +17.4% | -4.2% | +21.6% | +17.4% |
| YTD | +62.9% | -1.3% | +64.2% | +61.4% |
| 1Y | +95.7% | +2.1% | +93.6% | +91.9% |
| 3Y | +150.2% | +108.9% | +41.3% | +92.6% |
| 5Y | +83.1% | +114.5% | -31.4% | +37.9% |
| 10Y | +1,020.9% | +72.2% | +948.7% | +759.9% |
| All | +1,071.7% | +106.9% | +964.8% | +738.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling