+24.5%
XBI vs KEY
+14.6%
+9.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -1.8% | -0.5% | -1.2% | -1.6% |
| 30D | +3.2% | +6.7% | -3.5% | +1.3% |
| 3M | -1.1% | -4.6% | +3.5% | +0.1% |
| 6M | +16.1% | +2.6% | +13.5% | +14.9% |
| YTD | +28.3% | +7.0% | +21.4% | +25.1% |
| 1Y | +37.7% | +23.5% | +14.2% | +28.7% |
| 3Y | +134.9% | +126.4% | +8.6% | +83.0% |
| 5Y | +24.5% | +13.0% | +11.5% | +21.0% |
| All | +24.5% | +14.6% | +9.9% | +21.0% |
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