-2.9%
XLE vs KEY
+4.3%
-7.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.2% | -3.2% |
| 7D | -10.3% | -2.5% | -7.8% | -10.2% |
| 30D | -3.3% | +4.1% | -7.4% | -1.8% |
| All | -2.9% | +4.3% | -7.1% | -1.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling