+168.8%
XLB vs KEY
+107.2%
+61.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +7.2% | +6.7% | +0.5% | +4.9% |
| 3M | 0.0% | -4.6% | +4.6% | +1.5% |
| 6M | +2.3% | +2.6% | -0.3% | +1.2% |
| YTD | +18.4% | +7.0% | +11.5% | +15.2% |
| 1Y | +23.3% | +23.5% | -0.1% | +14.2% |
| 3Y | +45.2% | +126.4% | -81.2% | +6.2% |
| 5Y | +31.0% | +13.0% | +17.9% | +16.7% |
| 10Y | +168.8% | +99.5% | +69.3% | +80.6% |
| All | +168.8% | +107.2% | +61.5% | +80.6% |
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