+39.6%
XLC vs KEY
+12.7%
+26.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.8% |
| 7D | +3.1% | +1.8% | +1.3% | +2.7% |
| 30D | -4.2% | +7.1% | -11.3% | -5.8% |
| 3M | -2.1% | -5.9% | +3.8% | -0.8% |
| 6M | -6.6% | +2.2% | -8.8% | -7.3% |
| YTD | -7.8% | +6.4% | -14.2% | -9.6% |
| 1Y | -4.1% | +24.8% | -28.9% | -9.6% |
| 3Y | +62.6% | +125.2% | -62.6% | +30.3% |
| 5Y | +39.6% | +13.0% | +26.7% | +35.8% |
| All | +39.6% | +12.7% | +26.9% | +35.8% |
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