+167.0%
KEY vs XME
+401.9%
-234.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.5% |
| 7D | +2.7% | +3.6% | -0.9% | +0.3% |
| 30D | -3.2% | +3.6% | -6.9% | -5.9% |
| 3M | +1.0% | +1.2% | -0.3% | -1.4% |
| 6M | +11.9% | +9.0% | +2.8% | +2.0% |
| YTD | +8.7% | +15.9% | -7.2% | -6.5% |
| 1Y | +18.5% | +43.2% | -24.7% | -14.1% |
| 3Y | +124.0% | +137.4% | -13.4% | +10.7% |
| 5Y | +40.8% | +185.0% | -144.2% | -43.1% |
| 10Y | +167.0% | +409.5% | -242.5% | -39.8% |
| All | +167.0% | +401.9% | -234.9% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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