+1,058.3%
KEYS vs BWA
+66.9%
+991.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.3% | +0.4% |
| 7D | +2.3% | +5.7% | -3.4% | +0.1% |
| 30D | -2.6% | +1.4% | -4.0% | -3.2% |
| 3M | -4.6% | -12.1% | +7.5% | +0.1% |
| 6M | +8.7% | +28.6% | -19.8% | -1.4% |
| YTD | +61.0% | +51.1% | +9.9% | +35.2% |
| 1Y | +96.0% | +55.9% | +40.1% | +62.3% |
| 3Y | +144.4% | +70.1% | +74.3% | +90.9% |
| 5Y | +80.5% | +90.7% | -10.2% | +31.6% |
| 10Y | +974.9% | +154.0% | +821.0% | +539.1% |
| All | +1,058.3% | +66.9% | +991.4% | +661.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling