+1,071.7%
KEYS vs XME
+317.0%
+754.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +2.9% | -0.2% | +3.2% | +3.0% |
| 30D | -1.3% | +1.4% | -2.7% | -2.0% |
| 3M | -0.1% | +2.7% | -2.9% | -1.5% |
| 6M | +17.4% | +6.5% | +10.9% | +13.7% |
| YTD | +62.9% | +15.2% | +47.7% | +52.6% |
| 1Y | +95.7% | +43.5% | +52.2% | +66.7% |
| 3Y | +150.2% | +135.9% | +14.3% | +74.0% |
| 5Y | +83.1% | +181.5% | -98.4% | +16.3% |
| 10Y | +1,020.9% | +436.9% | +584.1% | +412.7% |
| All | +1,071.7% | +317.0% | +754.7% | +425.1% |
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 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