+113.9%
KEY vs XME
+84.7%
+29.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -3.9% | -2.0% |
| 7D | -1.3% | -4.5% | +3.2% | +0.7% |
| 30D | +5.1% | -10.9% | +16.0% | +10.3% |
| 3M | -7.1% | -15.3% | +8.2% | -0.9% |
| 6M | -4.4% | -24.6% | +20.2% | +6.9% |
| YTD | +4.0% | -9.6% | +13.6% | +2.5% |
| 1Y | +23.4% | +2.9% | +20.5% | +11.3% |
| 3Y | +113.9% | +86.9% | +27.0% | +5.1% |
| All | +113.9% | +84.7% | +29.2% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling