+163.9%
XLE vs KEY
+109.2%
+54.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.6% |
| 7D | -6.7% | +0.5% | -7.2% | -7.0% |
| 30D | -4.4% | +6.9% | -11.3% | -7.3% |
| 3M | +4.0% | -5.0% | +9.0% | +6.0% |
| 6M | +13.2% | +0.7% | +12.4% | +11.8% |
| YTD | +41.9% | +6.5% | +35.4% | +35.7% |
| 1Y | +41.6% | +22.6% | +19.0% | +26.8% |
| 3Y | +64.0% | +125.3% | -61.4% | +5.7% |
| 5Y | +158.1% | +13.9% | +144.2% | +114.5% |
| 10Y | +163.9% | +105.3% | +58.6% | +49.8% |
| All | +163.9% | +109.2% | +54.8% | +49.8% |
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 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