-1.6%
BLK vs KEY
+18.3%
-19.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.2% | -1.8% | -3.4% | -4.2% |
| 30D | -7.0% | -3.3% | -3.7% | -5.2% |
| 3M | +5.7% | -0.2% | +5.8% | +5.6% |
| 6M | +11.0% | +12.1% | -1.1% | +3.6% |
| YTD | +0.9% | +8.4% | -7.5% | -4.8% |
| 1Y | -1.6% | +17.6% | -19.3% | -11.4% |
| All | -1.6% | +18.3% | -19.9% | -11.4% |
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