+635.8%
BX vs KEY
+96.4%
+539.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | +0.6% | +2.9% | -2.3% | -0.8% |
| 30D | +14.2% | +8.4% | +5.8% | +10.1% |
| 3M | -18.7% | -5.8% | -13.0% | -16.4% |
| 6M | +2.5% | +5.4% | -3.0% | 0.0% |
| YTD | -18.8% | +7.1% | -25.9% | -21.3% |
| 1Y | -10.3% | +26.8% | -37.1% | -19.7% |
| 3Y | +35.4% | +128.7% | -93.3% | -7.4% |
| 5Y | +0.3% | +13.6% | -13.4% | -10.5% |
| All | +635.8% | +96.4% | +539.4% | +355.2% |
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