+117.2%
KEYS vs BTSG
+389.4%
-272.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.6% |
| 7D | +3.5% | -3.3% | +6.8% | +4.4% |
| 30D | -4.5% | -1.6% | -2.9% | -4.2% |
| 3M | -0.4% | -6.9% | +6.5% | +0.3% |
| 6M | +19.1% | +42.1% | -23.0% | +6.2% |
| YTD | +66.7% | +56.8% | +9.8% | +44.6% |
| 1Y | +96.5% | +109.8% | -13.4% | +58.0% |
| All | +117.2% | +389.4% | -272.2% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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