+12.2%
KEY vs EXEL
+260.1%
-247.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -1.3% | +0.3% | -1.5% | -1.3% |
| 30D | +5.1% | +19.0% | -13.9% | +2.0% |
| 3M | -7.1% | +33.3% | -40.4% | -11.8% |
| 6M | -4.4% | +42.9% | -47.2% | -10.6% |
| YTD | +4.0% | +58.7% | -54.7% | -5.0% |
| 1Y | +23.4% | +70.5% | -47.1% | +11.0% |
| 3Y | +113.9% | +233.8% | -119.9% | +61.1% |
| All | +12.2% | +260.1% | -247.9% | -19.0% |
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