+93.0%
KEY vs XHB
+234.8%
-141.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.9% |
| 7D | +1.8% | -2.4% | +4.2% | +3.7% |
| 30D | +7.1% | +7.1% | +0.1% | +0.9% |
| 3M | -5.9% | -6.0% | 0.0% | -1.9% |
| 6M | +2.2% | +2.1% | +0.1% | -1.6% |
| YTD | +6.4% | -0.6% | +7.0% | +3.2% |
| 1Y | +24.8% | -3.3% | +28.0% | +23.5% |
| 3Y | +125.2% | +34.1% | +91.1% | +61.2% |
| 5Y | +13.0% | +28.6% | -15.6% | -17.7% |
| All | +93.0% | +234.8% | -141.8% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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