+11.4%
BLK vs KEYS
+45.0%
-33.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.8% | +4.4% | -3.2% |
| 7D | -0.5% | -21.0% | +20.5% | +2.6% |
| 30D | +8.5% | -32.8% | +41.3% | +14.4% |
| 3M | +3.8% | -22.4% | +26.2% | +6.8% |
| 6M | +12.8% | -26.8% | +39.6% | +17.0% |
| YTD | +11.2% | +28.3% | -17.1% | +0.3% |
| 1Y | +11.4% | +40.2% | -28.9% | -2.2% |
| All | +11.4% | +45.0% | -33.7% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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