+106.6%
EXE vs KEY
+40.7%
+65.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | -0.3% | +2.2% | -2.5% | -0.8% |
| 30D | +8.5% | -3.0% | +11.5% | +9.2% |
| 3M | +5.5% | +3.3% | +2.1% | +4.3% |
| 6M | -5.9% | +9.2% | -15.1% | -8.4% |
| YTD | -9.7% | +10.6% | -20.4% | -12.6% |
| 1Y | +3.6% | +20.4% | -16.8% | -2.2% |
| 3Y | +18.0% | +121.8% | -103.8% | -7.7% |
| All | +106.6% | +40.7% | +65.9% | +52.0% |
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