+183.8%
XEL vs KEY
+107.2%
+76.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.2% |
| 7D | +0.7% | -0.5% | +1.3% | +0.8% |
| 30D | +9.3% | +6.7% | +2.6% | +8.6% |
| 3M | +5.3% | -4.6% | +9.9% | +5.8% |
| 6M | +2.2% | +2.6% | -0.4% | +1.8% |
| YTD | +12.3% | +7.0% | +5.4% | +11.3% |
| 1Y | +3.0% | +23.5% | -20.4% | +0.4% |
| 3Y | +51.6% | +126.4% | -74.8% | +36.0% |
| 5Y | +50.0% | +13.0% | +37.0% | +43.6% |
| 10Y | +183.8% | +99.5% | +84.3% | +144.9% |
| All | +183.8% | +107.2% | +76.6% | +144.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling