+23.5%
KEY vs EXEL
+70.6%
-47.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.5% | -2.8% | +2.3% | -0.3% |
| 30D | +6.7% | +18.2% | -11.5% | +5.3% |
| 3M | -4.6% | +37.7% | -42.3% | -6.9% |
| 6M | +2.6% | +42.2% | -39.6% | 0.0% |
| YTD | +7.0% | +61.3% | -54.3% | +2.4% |
| 1Y | +23.5% | +64.5% | -41.0% | +18.7% |
| All | +23.5% | +70.6% | -47.1% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling