+846.1%
BX vs KEY
+10.7%
+835.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | 0.0% |
| 7D | +1.8% | -1.3% | +3.1% | +2.5% |
| 30D | +7.9% | +5.1% | +2.7% | +5.6% |
| 3M | -9.6% | -7.1% | -2.5% | -6.5% |
| 6M | -2.3% | -4.4% | +2.1% | -0.2% |
| YTD | -19.3% | +4.0% | -23.3% | -20.6% |
| 1Y | -13.2% | +23.4% | -36.7% | -21.0% |
| 3Y | +33.8% | +113.9% | -80.1% | -5.1% |
| 5Y | 0.0% | +12.3% | -12.3% | -10.3% |
| 10Y | +685.4% | +125.5% | +559.9% | +361.6% |
| All | +846.1% | +10.7% | +835.4% | +416.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling