+13,325.9%
BLK vs KEY
+129.4%
+13,196.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -3.6% | +2.2% | -5.8% | -4.4% |
| 30D | -1.0% | -3.0% | +2.0% | +0.1% |
| 3M | +10.4% | +3.3% | +7.0% | +9.0% |
| 6M | +8.2% | +9.2% | -1.0% | +4.7% |
| YTD | +6.0% | +10.6% | -4.6% | +2.1% |
| 1Y | +3.3% | +20.4% | -17.1% | -3.7% |
| 3Y | +70.3% | +121.8% | -51.6% | +24.0% |
| 5Y | +34.5% | +41.1% | -6.6% | +10.3% |
| 10Y | +281.9% | +168.5% | +113.4% | +130.4% |
| All | +13,325.9% | +129.4% | +13,196.5% | +6,678.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling