+625.7%
BX vs KEY
+95.2%
+530.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.6% |
| 7D | -1.1% | +1.8% | -2.8% | -1.9% |
| 30D | +8.8% | +7.1% | +1.7% | +5.5% |
| 3M | -18.3% | -5.9% | -12.3% | -15.8% |
| 6M | -1.5% | +2.2% | -3.7% | -2.4% |
| YTD | -19.9% | +6.4% | -26.3% | -22.2% |
| 1Y | -14.5% | +24.8% | -39.3% | -22.9% |
| 3Y | +32.3% | +125.2% | -92.9% | -8.9% |
| 5Y | -1.1% | +13.0% | -14.1% | -11.5% |
| All | +625.7% | +95.2% | +530.5% | +350.3% |
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