+24.5%
BX vs KR
+33.5%
-8.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +2.7% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | -12.2% | +5.1% | -17.3% | -11.9% |
| 3M | +7.4% | -8.2% | +15.6% | +6.6% |
| 6M | +22.2% | -18.0% | +40.2% | +20.0% |
| YTD | -14.0% | -4.8% | -9.2% | -14.5% |
| 1Y | -27.3% | -11.0% | -16.3% | -28.2% |
| 3Y | +24.5% | +37.7% | -13.1% | +21.9% |
| All | +24.5% | +33.5% | -8.9% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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