+55.0%
XEL vs KEY
+127.6%
-72.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | +2.4% | +2.9% | -0.5% | +2.2% |
| 30D | +8.3% | +8.4% | -0.1% | +7.5% |
| 3M | +4.2% | -5.8% | +9.9% | +4.6% |
| 6M | +3.7% | +5.4% | -1.7% | +3.2% |
| YTD | +13.1% | +7.1% | +6.0% | +12.2% |
| 1Y | +5.0% | +26.8% | -21.8% | +2.6% |
| 3Y | +55.0% | +128.7% | -73.7% | +36.8% |
| All | +55.0% | +127.6% | -72.7% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling