+90.1%
KEYS vs XME
+162.6%
-72.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.5% |
| 7D | +3.5% | -4.2% | +7.7% | +5.7% |
| 30D | -4.5% | -2.7% | -1.8% | -3.4% |
| 3M | -0.4% | -3.9% | +3.5% | +1.2% |
| 6M | +19.1% | -1.0% | +20.1% | +18.6% |
| YTD | +66.7% | +9.8% | +56.8% | +57.3% |
| 1Y | +96.5% | +32.5% | +63.9% | +67.7% |
| 3Y | +155.2% | +124.3% | +30.8% | +68.1% |
| All | +90.1% | +162.6% | -72.5% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling