+149.9%
XLE vs KEY
+11.7%
+138.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -12.0% | -1.3% | -10.7% | -11.7% |
| 30D | -2.7% | +5.1% | -7.9% | -4.0% |
| 3M | +6.6% | -7.1% | +13.7% | +8.4% |
| 6M | +9.5% | -4.4% | +13.9% | +10.3% |
| YTD | +40.6% | +4.0% | +36.5% | +37.8% |
| 1Y | +43.6% | +23.4% | +20.2% | +34.4% |
| 3Y | +58.1% | +113.9% | -55.8% | +26.8% |
| All | +149.9% | +11.7% | +138.2% | +116.1% |
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