-2.3%
BX vs KEY
-3.4%
+1.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.2% |
| 7D | +1.8% | -1.3% | +3.1% | +3.1% |
| 30D | +7.9% | +5.1% | +2.7% | +4.4% |
| 3M | -9.6% | -7.1% | -2.5% | -4.9% |
| 6M | -2.3% | -4.4% | +2.1% | -1.3% |
| All | -2.3% | -3.4% | +1.1% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling