+31.2%
BLK vs KEY
+40.7%
-9.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.5% |
| 3M | +6.5% | -0.7% | +7.2% | +6.7% |
| 6M | +13.1% | +12.5% | +0.6% | +7.9% |
| YTD | +1.8% | +8.4% | -6.6% | -1.6% |
| 1Y | -1.0% | +18.4% | -19.4% | -7.7% |
| 3Y | +66.0% | +123.3% | -57.4% | +18.8% |
| 5Y | +31.2% | +38.8% | -7.6% | +12.4% |
| All | +31.2% | +40.7% | -9.5% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling