+1,080.2%
KEYS vs EXEL
+3,669.3%
-2,589.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.2% |
| 7D | +4.4% | +1.4% | +3.1% | +4.2% |
| 30D | -2.2% | +6.7% | -8.9% | -3.2% |
| 3M | +0.5% | +11.5% | -10.9% | -1.3% |
| 6M | +22.4% | +38.8% | -16.4% | +16.2% |
| YTD | +64.1% | +31.6% | +32.5% | +57.0% |
| 1Y | +97.0% | +53.0% | +43.9% | +84.0% |
| 3Y | +152.0% | +160.8% | -8.8% | +114.8% |
| 5Y | +83.7% | +190.1% | -106.3% | +52.6% |
| 10Y | +997.9% | +367.0% | +630.9% | +735.1% |
| All | +1,080.2% | +3,669.3% | -2,589.0% | +718.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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