+64.7%
BLK vs KEY
+121.2%
-56.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.9% | -2.0% |
| 7D | -2.7% | -0.3% | -2.3% | -2.5% |
| 30D | -4.8% | -3.3% | -1.5% | -3.4% |
| 3M | +6.5% | -0.7% | +7.2% | +6.8% |
| 6M | +13.1% | +12.5% | +0.6% | +7.4% |
| YTD | +1.8% | +8.4% | -6.6% | -1.9% |
| 1Y | -1.0% | +18.4% | -19.4% | -8.3% |
| All | +64.7% | +121.2% | -56.5% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling