+24.9%
KEY vs XHB
+173.9%
-149.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.6% |
| 7D | +2.2% | -1.3% | +3.5% | +3.3% |
| 30D | -3.0% | -6.9% | +3.9% | +2.8% |
| 3M | +3.3% | -1.3% | +4.6% | +3.1% |
| 6M | +9.2% | -6.8% | +16.0% | +13.5% |
| YTD | +10.6% | +0.7% | +9.9% | +6.7% |
| 1Y | +20.4% | -11.2% | +31.6% | +28.9% |
| 3Y | +121.8% | +25.3% | +96.5% | +69.7% |
| 5Y | +41.1% | +37.3% | +3.8% | -3.3% |
| 10Y | +168.5% | +211.5% | -43.0% | -12.8% |
| All | +24.9% | +173.9% | -149.0% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling