+20.8%
KEY vs XHB
+175.0%
-154.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -0.5% | -4.1% | +3.6% | +3.1% |
| 30D | +6.7% | +9.6% | -2.9% | -2.0% |
| 3M | -4.6% | -6.0% | +1.4% | -0.3% |
| 6M | +2.6% | +2.2% | +0.4% | -1.6% |
| YTD | +7.0% | +1.1% | +5.8% | +2.0% |
| 1Y | +23.5% | -1.7% | +25.2% | +20.4% |
| 3Y | +126.4% | +36.5% | +89.9% | +59.7% |
| 5Y | +13.0% | +33.5% | -20.4% | -21.0% |
| 10Y | +99.5% | +240.9% | -141.4% | -40.4% |
| All | +20.8% | +175.0% | -154.3% | -77.1% |
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