+99.5%
KEY vs EXEL
+354.7%
-255.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.5% | -2.8% | +2.3% | +0.1% |
| 30D | +6.7% | +18.2% | -11.5% | +2.9% |
| 3M | -4.6% | +37.7% | -42.3% | -11.1% |
| 6M | +2.6% | +42.2% | -39.6% | -5.4% |
| YTD | +7.0% | +61.3% | -54.3% | -4.6% |
| 1Y | +23.5% | +64.5% | -41.0% | +9.5% |
| 3Y | +126.4% | +236.7% | -110.3% | +65.1% |
| 5Y | +13.0% | +296.3% | -283.3% | -22.4% |
| 10Y | +99.5% | +331.1% | -231.6% | +28.8% |
| All | +99.5% | +354.7% | -255.2% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling