+58.1%
XLE vs KEY
+107.3%
-49.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.2% | -2.3% |
| 7D | -10.3% | -2.5% | -7.8% | -9.8% |
| 30D | -3.3% | +4.1% | -7.4% | -4.4% |
| 3M | +8.2% | -8.4% | +16.5% | +10.4% |
| 6M | +5.0% | -2.3% | +7.3% | +5.1% |
| YTD | +40.6% | +4.6% | +36.0% | +37.2% |
| 1Y | +45.0% | +24.6% | +20.5% | +33.8% |
| All | +58.1% | +107.3% | -49.2% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling