+967.7%
BX vs KEY
+17.7%
+950.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -4.4% | +2.2% | -6.6% | -5.3% |
| 30D | +0.1% | -3.0% | +3.1% | +1.4% |
| 3M | +16.0% | +3.3% | +12.7% | +14.2% |
| 6M | +21.6% | +9.2% | +12.4% | +16.8% |
| YTD | -8.9% | +10.6% | -19.5% | -13.0% |
| 1Y | -16.6% | +20.4% | -37.0% | -23.3% |
| 3Y | +43.3% | +121.8% | -78.5% | -0.7% |
| 5Y | +25.7% | +41.1% | -15.4% | +1.7% |
| 10Y | +689.5% | +168.5% | +521.0% | +327.7% |
| All | +967.7% | +17.7% | +950.0% | +465.8% |
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