+882.1%
BX vs KEY
+13.7%
+868.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +2.6% |
| 7D | +3.3% | -0.4% | +3.6% | +3.5% |
| 30D | +9.6% | +7.2% | +2.4% | +6.4% |
| 3M | -8.7% | -4.9% | -3.8% | -6.5% |
| 6M | +2.2% | +1.1% | +1.2% | +1.9% |
| YTD | -16.2% | +6.8% | -23.0% | -18.6% |
| 1Y | -11.5% | +23.3% | -34.8% | -19.3% |
| 3Y | +41.0% | +126.1% | -85.1% | -2.4% |
| 5Y | +1.1% | +15.2% | -14.1% | -10.4% |
| 10Y | +710.1% | +113.6% | +596.5% | +388.3% |
| All | +882.1% | +13.7% | +868.4% | +429.8% |
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