+94.2%
KEY vs XME
+260.6%
-166.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.6% |
| 7D | +2.9% | +0.3% | +2.6% | +2.6% |
| 30D | +8.4% | -6.1% | +14.6% | +12.3% |
| 3M | -5.8% | -18.6% | +12.9% | +6.3% |
| 6M | +5.4% | -23.9% | +29.3% | +22.0% |
| YTD | +7.1% | -9.3% | +16.4% | +6.9% |
| 1Y | +26.8% | +1.8% | +25.0% | +16.1% |
| 3Y | +128.7% | +93.0% | +35.7% | +26.5% |
| 5Y | +13.6% | +107.0% | -93.3% | -43.7% |
| All | +94.2% | +260.6% | -166.4% | -47.9% |
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