+151.4%
EXE vs KEY
+46.8%
+104.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +3.6% | +1.8% | +1.8% | +3.1% |
| 30D | -4.3% | +7.1% | -11.5% | -6.1% |
| 3M | -7.7% | -5.9% | -1.7% | -6.3% |
| 6M | -7.2% | +2.2% | -9.4% | -8.1% |
| YTD | -18.5% | +6.4% | -24.9% | -20.5% |
| 1Y | -24.4% | +24.8% | -49.1% | -29.5% |
| 3Y | +21.6% | +125.2% | -103.6% | -6.5% |
| 5Y | +77.3% | +13.0% | +64.4% | +60.6% |
| All | +151.4% | +46.8% | +104.6% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling