-11.7%
EXE vs KEY
-3.4%
-8.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.9% |
| 7D | -6.6% | -1.3% | -5.3% | -6.5% |
| 30D | -4.0% | +5.1% | -9.1% | -4.0% |
| 3M | -7.5% | -7.1% | -0.3% | -7.8% |
| 6M | -11.7% | -4.4% | -7.3% | -12.3% |
| All | -11.7% | -3.4% | -8.3% | -12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling