+113.6%
KEY vs XHB
+271.6%
-158.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | -0.2% |
| 7D | -0.4% | +1.3% | -1.7% | -1.6% |
| 30D | +7.2% | +11.8% | -4.6% | -2.5% |
| 3M | -4.9% | -3.8% | -1.1% | -2.6% |
| 6M | +1.1% | +4.1% | -3.0% | -4.2% |
| YTD | +6.8% | +4.0% | +2.9% | 0.0% |
| 1Y | +23.3% | +1.6% | +21.7% | +17.4% |
| 3Y | +126.1% | +43.2% | +82.9% | +53.2% |
| 5Y | +15.2% | +35.8% | -20.6% | -19.8% |
| 10Y | +113.6% | +259.3% | -145.7% | -40.7% |
| All | +113.6% | +271.6% | -158.0% | -40.7% |
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