+43.6%
XLE vs KEY
+24.1%
+19.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -12.0% | -1.3% | -10.7% | -12.0% |
| 30D | -2.7% | +5.1% | -7.9% | -2.5% |
| 3M | +6.6% | -7.1% | +13.7% | +6.1% |
| 6M | +9.5% | -4.4% | +13.9% | +9.3% |
| YTD | +40.6% | +4.0% | +36.5% | +38.4% |
| 1Y | +43.6% | +23.4% | +20.2% | +32.9% |
| All | +43.6% | +24.1% | +19.5% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling