+105.3%
KEY vs XME
+270.2%
-164.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +1.0% |
| 7D | +0.5% | -0.2% | +0.7% | +0.4% |
| 30D | +6.9% | -9.2% | +16.0% | +13.1% |
| 3M | -5.0% | -17.8% | +12.8% | +6.5% |
| 6M | +0.7% | -20.0% | +20.8% | +12.7% |
| YTD | +6.5% | -6.6% | +13.0% | +4.3% |
| 1Y | +22.6% | +1.8% | +20.9% | +12.3% |
| 3Y | +125.3% | +98.7% | +26.6% | +22.3% |
| 5Y | +13.9% | +123.9% | -110.0% | -46.8% |
| 10Y | +105.3% | +277.9% | -172.5% | -45.9% |
| All | +105.3% | +270.2% | -164.8% | -45.9% |
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