+113.6%
KEY vs EXEL
+445.6%
-332.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +2.0% |
| 7D | -0.4% | +2.3% | -2.7% | -0.9% |
| 30D | +7.2% | +19.8% | -12.6% | +3.0% |
| 3M | -4.9% | +32.7% | -37.6% | -10.7% |
| 6M | +1.1% | +49.0% | -47.9% | -7.8% |
| YTD | +6.8% | +63.7% | -56.9% | -5.1% |
| 1Y | +23.3% | +75.8% | -52.5% | +7.7% |
| 3Y | +126.1% | +241.3% | -115.2% | +64.1% |
| 5Y | +15.2% | +289.0% | -273.8% | -20.7% |
| 10Y | +113.6% | +377.6% | -264.0% | +35.1% |
| All | +113.6% | +445.6% | -332.0% | +35.1% |
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