+24.0%
KEY vs XME
+242.3%
-218.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | +2.2% | -0.1% | +2.3% | +2.3% |
| 30D | -3.0% | +6.0% | -9.0% | -6.9% |
| 3M | +3.3% | -7.7% | +11.1% | +6.6% |
| 6M | +9.2% | +1.0% | +8.2% | +5.5% |
| YTD | +10.6% | +14.6% | -4.0% | -2.4% |
| 1Y | +20.4% | +46.0% | -25.6% | -10.0% |
| 3Y | +121.8% | +127.0% | -5.2% | +25.0% |
| 5Y | +41.1% | +175.8% | -134.7% | -32.3% |
| 10Y | +168.5% | +414.6% | -246.1% | -14.3% |
| All | +24.0% | +242.3% | -218.3% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling