+145.4%
KEYS vs BWA
+68.2%
+77.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -5.3% | -5.5% | +0.2% | -3.1% |
| 3M | +0.5% | -7.6% | +8.1% | +3.7% |
| 6M | +14.0% | +25.0% | -10.9% | +4.1% |
| YTD | +60.3% | +47.0% | +13.3% | +33.6% |
| 1Y | +91.3% | +54.0% | +37.3% | +55.8% |
| All | +145.4% | +68.2% | +77.1% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling