+668.7%
BX vs KEY
+167.1%
+501.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.5% |
| 7D | -5.7% | -0.3% | -5.3% | -5.5% |
| 30D | -8.9% | -3.3% | -5.6% | -7.6% |
| 3M | +8.4% | -0.7% | +9.1% | +8.6% |
| 6M | +18.9% | +12.5% | +6.4% | +12.4% |
| YTD | -13.6% | +8.4% | -22.0% | -16.9% |
| 1Y | -22.4% | +18.4% | -40.9% | -28.4% |
| 3Y | +26.0% | +123.3% | -97.3% | -13.3% |
| 5Y | +18.8% | +38.8% | -20.0% | -2.8% |
| 10Y | +668.7% | +169.3% | +499.4% | +343.7% |
| All | +668.7% | +167.1% | +501.6% | +343.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling