+80.3%
EXE vs KEY
+13.1%
+67.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +5.3% | +2.9% | +2.4% | +4.6% |
| 30D | -2.2% | +8.4% | -10.6% | -4.1% |
| 3M | -5.9% | -5.8% | -0.1% | -4.7% |
| 6M | -5.7% | +5.4% | -11.2% | -7.2% |
| YTD | -17.8% | +7.1% | -24.9% | -19.8% |
| 1Y | -23.1% | +26.8% | -49.9% | -28.2% |
| 3Y | +21.2% | +128.7% | -107.5% | -4.5% |
| All | +80.3% | +13.1% | +67.1% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling