+820.5%
XLB vs KEY
+90.1%
+730.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.4% | +2.2% | -3.6% | -2.0% |
| 30D | -0.4% | -3.0% | +2.6% | +0.4% |
| 3M | +2.0% | +3.3% | -1.4% | +1.0% |
| 6M | +1.8% | +9.2% | -7.4% | -0.8% |
| YTD | +16.6% | +10.6% | +5.9% | +12.9% |
| 1Y | +16.9% | +20.4% | -3.5% | +10.4% |
| 3Y | +32.6% | +121.8% | -89.3% | +2.9% |
| 5Y | +35.6% | +41.1% | -5.5% | +14.6% |
| 10Y | +160.0% | +168.5% | -8.5% | +73.1% |
| All | +820.5% | +90.1% | +730.5% | +382.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling