+167.0%
KEY vs EXEL
+380.2%
-213.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.3% |
| 7D | +2.7% | +1.4% | +1.4% | +2.5% |
| 30D | -3.2% | +6.7% | -9.9% | -4.6% |
| 3M | +1.0% | +11.5% | -10.5% | -1.6% |
| 6M | +11.9% | +38.8% | -26.9% | +3.7% |
| YTD | +8.7% | +31.6% | -22.9% | +1.6% |
| 1Y | +18.5% | +53.0% | -34.5% | +6.5% |
| 3Y | +124.0% | +160.8% | -36.9% | +73.8% |
| 5Y | +40.8% | +190.1% | -149.3% | +4.4% |
| 10Y | +167.0% | +367.0% | -200.0% | +73.5% |
| All | +167.0% | +380.2% | -213.2% | +73.5% |
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