+24.5%
BX vs KEYS
+154.3%
-129.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.5% | +0.9% |
| 7D | -5.6% | +3.5% | -9.1% | -6.9% |
| 30D | -12.2% | -4.5% | -7.8% | -10.9% |
| 3M | +7.4% | -0.4% | +7.8% | +5.9% |
| 6M | +22.2% | +19.1% | +3.0% | +9.6% |
| YTD | -14.0% | +66.7% | -80.7% | -37.2% |
| 1Y | -27.3% | +96.5% | -123.8% | -52.5% |
| 3Y | +24.5% | +155.2% | -130.6% | -36.8% |
| All | +24.5% | +154.3% | -129.8% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 3y: compounded portfolio wealth divided by compounded KEYS 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…
3y analysis · Full analysis span regression · 6 months rolling