+187.7%
XEL vs KEY
+95.2%
+92.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +1.4% | +1.8% | -0.4% | +1.2% |
| 30D | +9.2% | +7.1% | +2.1% | +8.4% |
| 3M | +4.5% | -5.9% | +10.4% | +5.2% |
| 6M | +3.6% | +2.2% | +1.4% | +3.3% |
| YTD | +12.9% | +6.4% | +6.5% | +11.9% |
| 1Y | +4.1% | +24.8% | -20.7% | +1.3% |
| 3Y | +52.3% | +125.2% | -72.9% | +36.7% |
| 5Y | +51.6% | +13.0% | +38.6% | +45.2% |
| All | +187.7% | +95.2% | +92.4% | +145.2% |
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