+695.2%
BX vs KEYS
+1,113.8%
-418.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.5% | +0.4% |
| 7D | -5.6% | +3.5% | -9.1% | -7.3% |
| 30D | -12.2% | -4.5% | -7.8% | -10.6% |
| 3M | +7.4% | -0.4% | +7.8% | +5.4% |
| 6M | +22.2% | +19.1% | +3.0% | +7.5% |
| YTD | -14.0% | +66.7% | -80.7% | -38.8% |
| 1Y | -27.3% | +96.5% | -123.8% | -53.3% |
| 3Y | +24.5% | +155.2% | -130.6% | -32.4% |
| 5Y | +18.9% | +88.0% | -69.1% | -23.8% |
| 10Y | +665.4% | +1,046.8% | -381.4% | +104.6% |
| All | +695.2% | +1,113.8% | -418.6% | +112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling