+3.3%
BLK vs KEY
+21.3%
-18.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -3.6% | +2.2% | -5.8% | -4.9% |
| 30D | -1.0% | -3.0% | +2.0% | +0.8% |
| 3M | +10.4% | +3.3% | +7.0% | +8.1% |
| 6M | +8.2% | +9.2% | -1.0% | +2.3% |
| YTD | +6.0% | +10.6% | -4.6% | -1.1% |
| 1Y | +3.3% | +20.4% | -17.1% | -8.2% |
| All | +3.3% | +21.3% | -18.0% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling