+140.6%
EXE vs KEY
+43.5%
+97.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 3M | -7.5% | -7.1% | -0.3% | -5.8% |
| 6M | -11.7% | -4.4% | -7.3% | -11.0% |
| YTD | -22.0% | +4.0% | -26.0% | -23.4% |
| 1Y | -21.8% | +23.4% | -45.2% | -26.9% |
| 3Y | +8.0% | +113.9% | -105.9% | -15.8% |
| 5Y | +62.3% | +12.3% | +50.0% | +46.5% |
| All | +140.6% | +43.5% | +97.2% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling