+166.9%
XLE vs KEY
+13.1%
+153.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +5.4% | +2.9% | +2.5% | +4.7% |
| 30D | -3.9% | +8.4% | -12.4% | -6.0% |
| 3M | +7.0% | -5.8% | +12.8% | +8.4% |
| 6M | +14.2% | +5.4% | +8.8% | +12.2% |
| YTD | +48.2% | +7.1% | +41.1% | +44.3% |
| 1Y | +47.7% | +26.8% | +20.9% | +37.2% |
| 3Y | +70.0% | +128.7% | -58.7% | +34.1% |
| All | +166.9% | +13.1% | +153.8% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling