+363.4%
BLK vs KEYS
+1,113.8%
-750.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | -0.1% |
| 7D | -3.3% | +3.5% | -6.8% | -4.7% |
| 30D | -6.5% | -4.5% | -2.0% | -5.0% |
| 3M | +6.7% | -0.4% | +7.2% | +5.3% |
| 6M | +14.7% | +19.1% | -4.4% | +3.7% |
| YTD | +2.5% | +66.7% | -64.1% | -21.9% |
| 1Y | -2.8% | +96.5% | -99.2% | -31.9% |
| 3Y | +65.9% | +155.2% | -89.3% | -0.5% |
| 5Y | +33.0% | +88.0% | -55.0% | -9.5% |
| 10Y | +281.2% | +1,046.8% | -765.6% | +15.5% |
| All | +363.4% | +1,113.8% | -750.3% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling