+43.5%
XLB vs KEY
+126.3%
-82.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | 0.0% | +1.8% | -1.7% | -0.5% |
| 30D | +5.3% | +7.1% | -1.9% | +3.2% |
| 3M | 0.0% | -5.9% | +5.9% | +1.7% |
| 6M | +1.2% | +2.2% | -1.0% | +0.4% |
| YTD | +16.9% | +6.4% | +10.5% | +14.3% |
| 1Y | +20.9% | +24.8% | -3.9% | +12.8% |
| All | +43.5% | +126.3% | -82.7% | +15.3% |
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