+14.5%
KEY vs EXEL
+281.2%
-266.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +2.9% | -0.8% | +3.7% | +3.1% |
| 30D | +8.4% | +13.1% | -4.7% | +6.1% |
| 3M | -5.8% | +36.3% | -42.1% | -10.9% |
| 6M | +5.4% | +34.5% | -29.1% | -0.3% |
| YTD | +7.1% | +57.4% | -50.4% | -2.2% |
| 1Y | +26.8% | +62.9% | -36.1% | +15.0% |
| 3Y | +128.7% | +229.5% | -100.8% | +72.2% |
| All | +14.5% | +281.2% | -266.8% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling