+61.0%
XLC vs KEY
+106.2%
-45.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | +4.9% | -1.3% | +6.2% | +5.2% |
| 30D | -5.8% | +5.1% | -11.0% | -7.0% |
| 3M | -5.4% | -7.1% | +1.7% | -3.9% |
| 6M | -10.2% | -4.4% | -5.8% | -9.4% |
| YTD | -10.2% | +4.0% | -14.2% | -11.4% |
| 1Y | -5.6% | +23.4% | -29.0% | -10.8% |
| 3Y | +61.0% | +113.9% | -52.9% | +38.7% |
| All | +61.0% | +106.2% | -45.2% | +38.7% |
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 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