+61.3%
EXE vs KEY
+11.7%
+49.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | -6.6% | -1.3% | -5.3% | -6.3% |
| 30D | -4.0% | +5.1% | -9.1% | -5.2% |
| 3M | -7.5% | -7.1% | -0.3% | -5.9% |
| 6M | -11.7% | -4.4% | -7.3% | -11.0% |
| YTD | -22.0% | +4.0% | -26.0% | -23.3% |
| 1Y | -21.8% | +23.4% | -45.2% | -26.5% |
| 3Y | +8.0% | +113.9% | -105.9% | -13.4% |
| All | +61.3% | +11.7% | +49.6% | +36.7% |
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