+17.5%
KEY vs XHB
+172.9%
-155.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.8% |
| 7D | -1.3% | +1.3% | -2.6% | -2.6% |
| 30D | +5.1% | +7.8% | -2.7% | -1.9% |
| 3M | -7.1% | -5.5% | -1.6% | -3.4% |
| 6M | -4.4% | -2.6% | -1.8% | -4.3% |
| YTD | +4.0% | +0.4% | +3.7% | -0.1% |
| 1Y | +23.4% | -1.0% | +24.4% | +19.6% |
| 3Y | +113.9% | +37.3% | +76.6% | +50.1% |
| 5Y | +12.3% | +33.7% | -21.4% | -21.6% |
| 10Y | +125.5% | +256.9% | -131.4% | -35.3% |
| All | +17.5% | +172.9% | -155.4% | -77.6% |
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 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