+167.0%
KEY vs XHB
+204.2%
-37.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | +0.2% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | -3.2% | -9.1% | +5.9% | +4.3% |
| 3M | +1.0% | -2.3% | +3.3% | +1.6% |
| 6M | +11.9% | -4.1% | +16.0% | +13.4% |
| YTD | +8.7% | -1.7% | +10.4% | +7.1% |
| 1Y | +18.5% | -15.1% | +33.6% | +31.5% |
| 3Y | +124.0% | +26.8% | +97.1% | +69.6% |
| 5Y | +40.8% | +37.3% | +3.5% | -3.0% |
| 10Y | +167.0% | +205.7% | -38.7% | -13.1% |
| All | +167.0% | +204.2% | -37.2% | -13.1% |
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