+150.2%
XLE vs KEY
+16.6%
+133.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.1% |
| 7D | -7.9% | -0.4% | -7.5% | -7.8% |
| 30D | -4.8% | +7.2% | -12.0% | -6.5% |
| 3M | +8.4% | -4.9% | +13.3% | +9.5% |
| 6M | +12.7% | +1.1% | +11.6% | +11.8% |
| YTD | +41.3% | +6.8% | +34.5% | +37.6% |
| 1Y | +42.3% | +23.3% | +19.0% | +33.3% |
| 3Y | +65.1% | +126.1% | -61.0% | +30.6% |
| 5Y | +150.2% | +15.2% | +135.0% | +115.0% |
| All | +150.2% | +16.6% | +133.6% | +115.0% |
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