+19.8%
XBI vs KEY
+37.9%
-18.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -4.6% | -1.8% | -2.8% | -4.1% |
| 30D | -0.8% | -3.3% | +2.5% | +0.1% |
| 3M | +21.8% | -0.2% | +22.0% | +21.6% |
| 6M | +23.2% | +12.1% | +11.1% | +18.8% |
| YTD | +28.7% | +8.4% | +20.3% | +25.1% |
| 1Y | +67.8% | +17.6% | +50.1% | +58.8% |
| 3Y | +100.6% | +123.3% | -22.7% | +56.3% |
| 5Y | +19.8% | +39.5% | -19.7% | +6.0% |
| All | +19.8% | +37.9% | -18.1% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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