+28.1%
XEL vs KEY
+41.9%
-13.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.0% | +2.2% | -3.2% | -1.1% |
| 30D | -1.9% | -3.0% | +1.1% | -1.7% |
| 3M | -1.9% | +3.3% | -5.2% | -2.2% |
| 6M | -7.4% | +9.2% | -16.6% | -8.1% |
| YTD | +4.1% | +10.6% | -6.6% | +3.1% |
| 1Y | +8.0% | +20.4% | -12.3% | +6.2% |
| 3Y | +48.4% | +121.8% | -73.5% | +37.3% |
| All | +28.1% | +41.9% | -13.8% | +24.1% |
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