+176.5%
XLE vs KEY
+95.2%
+81.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +4.4% | +1.8% | +2.6% | +3.6% |
| 30D | -4.3% | +7.1% | -11.4% | -7.3% |
| 3M | +6.0% | -5.9% | +12.0% | +8.5% |
| 6M | +13.2% | +2.2% | +11.0% | +11.1% |
| YTD | +46.7% | +6.4% | +40.3% | +40.3% |
| 1Y | +46.6% | +24.8% | +21.9% | +30.2% |
| 3Y | +69.6% | +125.2% | -55.7% | +9.2% |
| 5Y | +166.5% | +13.0% | +153.6% | +122.5% |
| All | +176.5% | +95.2% | +81.2% | +56.2% |
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