+24.3%
BX vs KEY
+39.4%
-15.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.7% |
| 7D | -2.0% | +2.7% | -4.7% | -3.4% |
| 30D | -2.3% | -3.2% | +0.9% | -0.7% |
| 3M | +18.5% | +1.0% | +17.6% | +17.7% |
| 6M | +23.7% | +11.9% | +11.9% | +16.4% |
| YTD | -10.4% | +8.7% | -19.1% | -14.4% |
| 1Y | -19.6% | +18.5% | -38.0% | -26.6% |
| 3Y | +30.8% | +124.0% | -93.2% | -13.6% |
| 5Y | +24.3% | +40.8% | -16.5% | +3.9% |
| All | +24.3% | +39.4% | -15.1% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling